-50.3%
DOCS vs CRS
+1,149.0%
-1,199.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -3.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +21.8% | -16.6% | +38.5% | +27.3% |
| 3M | +27.3% | -3.5% | +30.8% | +27.3% |
| 6M | -0.3% | +15.4% | -15.8% | -5.6% |
| YTD | -40.5% | +51.2% | -91.7% | -48.2% |
| 1Y | -61.5% | +98.3% | -159.8% | -69.6% |
| 3Y | +8.2% | +651.5% | -643.4% | -46.6% |
| 5Y | -73.4% | +1,411.1% | -1,484.5% | -89.9% |
| All | -50.3% | +1,149.0% | -1,199.3% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling