+164.6%
DOCN vs CRS
+1,194.9%
-1,030.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.1% |
| 7D | +1.1% | -0.2% | +1.4% | +1.3% |
| 30D | -9.6% | -16.6% | +7.0% | -2.0% |
| 3M | -37.7% | -3.5% | -34.2% | -36.7% |
| 6M | +115.2% | +15.4% | +99.8% | +101.8% |
| YTD | +133.7% | +51.2% | +82.5% | +94.4% |
| 1Y | +250.2% | +98.3% | +151.9% | +154.3% |
| 3Y | +320.3% | +651.5% | -331.3% | +70.9% |
| 5Y | +53.1% | +1,411.1% | -1,358.0% | -52.9% |
| All | +164.6% | +1,194.9% | -1,030.3% | -19.8% |
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 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