+105.1%
DOCN vs CRS
+730.9%
-625.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.5% |
| 7D | +3.7% | +4.4% | -0.6% | +2.2% |
| 30D | -33.7% | -19.1% | -14.5% | -27.5% |
| 3M | -27.9% | -43.2% | +15.3% | -8.3% |
| 6M | -46.4% | -28.9% | -17.6% | -38.2% |
| YTD | +81.1% | -3.0% | +84.1% | +81.4% |
| 1Y | +74.3% | -5.3% | +79.6% | +75.8% |
| 3Y | +245.8% | +363.5% | -117.7% | +72.4% |
| 5Y | -23.7% | +858.2% | -881.9% | -71.7% |
| All | +105.1% | +730.9% | -625.9% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling