-41.4%
CAG vs DOCU
+104.2%
-145.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | +5.8% | -5.5% | +11.4% | +5.9% |
| 30D | +16.4% | +12.6% | +3.7% | +16.1% |
| 3M | +3.8% | +36.4% | -32.6% | +3.2% |
| 6M | +10.8% | +66.8% | -56.0% | +9.8% |
| YTD | -5.8% | +13.5% | -19.3% | -6.1% |
| 1Y | -2.4% | +11.3% | -13.7% | -2.7% |
| 3Y | -33.4% | +92.1% | -125.5% | -35.0% |
| 5Y | -39.4% | -71.0% | +31.5% | -38.3% |
| All | -41.4% | +104.2% | -145.6% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling