+91.0%
DOCN vs CRS
-14.1%
+105.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -2.8% |
| 7D | +19.1% | +4.8% | +14.3% | +16.4% |
| 30D | -21.0% | -23.2% | +2.2% | -10.7% |
| 3M | -34.7% | -45.5% | +10.8% | -12.9% |
| 6M | -45.8% | -33.1% | -12.7% | -33.2% |
| YTD | +79.4% | -7.2% | +86.6% | +103.6% |
| 1Y | +91.0% | -10.0% | +101.0% | +117.6% |
| All | +91.0% | -14.1% | +105.1% | +117.6% |
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