-54.2%
DOCS vs CRS
+772.4%
-826.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +17.4% | -28.8% | +46.2% | +25.9% |
| 3M | +57.4% | -50.0% | +107.4% | +83.9% |
| 6M | +26.5% | -39.2% | +65.7% | +39.3% |
| YTD | -26.6% | -11.4% | -15.2% | -28.5% |
| 1Y | -48.1% | -11.7% | -36.4% | -49.5% |
| 3Y | +52.6% | +319.6% | -267.0% | -15.8% |
| All | -54.2% | +772.4% | -826.6% | -82.4% |
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