-57.0%
DOCS vs CRS
+855.4%
-912.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.6% | -1.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.2% |
| 30D | +7.8% | -20.8% | +28.6% | +12.7% |
| 3M | +20.0% | -46.4% | +66.4% | +37.8% |
| 6M | +26.5% | -28.6% | +55.1% | +33.9% |
| YTD | -25.8% | -2.8% | -22.9% | -29.3% |
| 1Y | -39.5% | -6.7% | -32.7% | -41.7% |
| 3Y | +60.3% | +368.0% | -307.7% | -14.2% |
| 5Y | -57.0% | +852.9% | -909.9% | -83.9% |
| All | -57.0% | +855.4% | -912.5% | -83.9% |
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