+66.4%
DOCN vs CRS
+660.1%
-593.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.3% | -13.9% |
| 7D | -29.3% | -6.6% | -22.6% | -26.8% |
| 30D | -46.0% | -29.5% | -16.5% | -37.4% |
| 3M | -43.2% | -51.1% | +7.9% | -22.9% |
| 6M | -53.7% | -37.3% | -16.5% | -43.7% |
| YTD | +46.9% | -11.2% | +58.2% | +52.9% |
| 1Y | +54.3% | -11.5% | +65.8% | +60.4% |
| 3Y | +185.5% | +324.4% | -138.9% | +47.8% |
| 5Y | -31.1% | +796.6% | -827.7% | -73.5% |
| All | +66.4% | +660.1% | -593.8% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling