-47.3%
DOCS vs CRS
-3.8%
-43.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.2% |
| 7D | +1.2% | +4.3% | -3.1% | +1.6% |
| 30D | +21.3% | -25.5% | +46.8% | +19.1% |
| 3M | +58.4% | -48.7% | +107.1% | +52.2% |
| 6M | +39.3% | -31.6% | +70.9% | +37.6% |
| YTD | -21.7% | -7.0% | -14.7% | -17.6% |
| 1Y | -47.3% | -4.5% | -42.8% | -44.1% |
| All | -47.3% | -3.8% | -43.5% | -44.1% |
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