-53.9%
DOCS vs CRS
+1,104.9%
-1,158.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.8% | -6.5% |
| 7D | -7.3% | -3.1% | -4.3% | -6.6% |
| 30D | -10.9% | -19.6% | +8.7% | -6.1% |
| 3M | +20.3% | -8.1% | +28.4% | +21.9% |
| 6M | -3.6% | +18.6% | -22.2% | -9.4% |
| YTD | -44.9% | +45.9% | -90.7% | -51.6% |
| 1Y | -64.9% | +82.5% | -147.3% | -71.6% |
| 3Y | +7.6% | +648.9% | -641.3% | -46.9% |
| 5Y | -74.0% | +1,438.1% | -1,512.1% | -90.2% |
| All | -53.9% | +1,104.9% | -1,158.9% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling