+250.2%
DOCN vs CRS
+102.1%
+148.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.1% |
| 7D | +1.1% | -0.2% | +1.4% | +1.3% |
| 30D | -9.6% | -16.6% | +7.0% | -3.1% |
| 3M | -37.7% | -3.5% | -34.2% | -36.0% |
| 6M | +115.2% | +15.4% | +99.8% | +108.5% |
| YTD | +133.7% | +51.2% | +82.5% | +116.7% |
| 1Y | +250.2% | +98.3% | +151.9% | +222.1% |
| All | +250.2% | +102.1% | +148.1% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling