-51.1%
DOCS vs CRS
+827.4%
-878.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.3% |
| 7D | -1.3% | -6.6% | +5.3% | +0.2% |
| 30D | +19.4% | -29.5% | +48.9% | +28.4% |
| 3M | +53.4% | -51.1% | +104.5% | +80.3% |
| 6M | +28.8% | -37.3% | +66.0% | +40.7% |
| YTD | -25.1% | -11.2% | -13.8% | -27.0% |
| 1Y | -48.1% | -11.5% | -36.7% | -49.6% |
| 3Y | +51.4% | +324.4% | -273.1% | -17.2% |
| 5Y | -51.1% | +796.6% | -847.7% | -81.3% |
| All | -51.1% | +827.4% | -878.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling