+203.9%
DOCN vs CRS
+321.3%
-117.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -19.2% | -1.7% | -17.5% | -18.2% |
| 30D | -43.1% | -28.8% | -14.2% | -33.6% |
| 3M | -40.7% | -50.0% | +9.3% | -18.7% |
| 6M | -55.0% | -39.2% | -15.8% | -43.6% |
| YTD | +50.6% | -11.4% | +62.1% | +58.0% |
| 1Y | +54.0% | -11.7% | +65.6% | +61.3% |
| 3Y | +203.9% | +319.6% | -115.7% | +61.8% |
| All | +203.9% | +321.3% | -117.4% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling