-37.0%
DOCS vs CRS
-6.4%
-30.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +2.5% |
| 7D | -4.2% | +4.4% | -8.6% | -4.1% |
| 30D | +8.6% | -19.1% | +27.8% | +7.7% |
| 3M | +27.2% | -43.2% | +70.5% | +25.0% |
| 6M | +26.5% | -28.9% | +55.4% | +25.9% |
| YTD | -25.0% | -3.0% | -22.0% | -23.1% |
| 1Y | -37.0% | -5.3% | -31.7% | -34.5% |
| All | -37.0% | -6.4% | -30.6% | -34.5% |
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 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