-26.2%
DOCN vs CRS
+837.7%
-863.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.8% |
| 7D | -12.1% | +0.2% | -12.4% | -11.9% |
| 30D | -41.0% | -22.9% | -18.1% | -33.5% |
| 3M | -38.7% | -46.8% | +8.1% | -17.5% |
| 6M | -51.5% | -30.4% | -21.1% | -42.7% |
| YTD | +65.3% | -5.4% | +70.6% | +66.5% |
| 1Y | +53.9% | -9.0% | +62.9% | +57.4% |
| 3Y | +215.6% | +352.2% | -136.6% | +38.7% |
| 5Y | -26.2% | +852.2% | -878.4% | -78.9% |
| All | -26.2% | +837.7% | -863.9% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling