+111.9%
DOCN vs CRS
+716.5%
-604.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.1% |
| 7D | +27.4% | +7.4% | +20.0% | +23.5% |
| 30D | -29.7% | -21.2% | -8.5% | -22.4% |
| 3M | -32.5% | -43.3% | +10.8% | -14.0% |
| 6M | -42.2% | -29.4% | -12.8% | -33.0% |
| YTD | +87.2% | -4.7% | +91.8% | +88.8% |
| 1Y | +86.2% | -9.6% | +95.8% | +91.7% |
| 3Y | +257.4% | +355.5% | -98.0% | +79.5% |
| 5Y | -27.4% | +826.6% | -853.9% | -72.8% |
| All | +111.9% | +716.5% | -604.5% | -22.2% |
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