-43.3%
CAG vs DOCU
+112.5%
-155.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.2% |
| 7D | -3.3% | +4.1% | -7.4% | -3.4% |
| 30D | +7.7% | +7.4% | +0.3% | +7.5% |
| 3M | -3.2% | +26.0% | -29.2% | -3.6% |
| 6M | +7.0% | +79.2% | -72.2% | +5.9% |
| YTD | -9.0% | +18.1% | -27.0% | -9.4% |
| 1Y | -9.6% | +20.5% | -30.1% | -10.0% |
| 3Y | -36.0% | +96.4% | -132.4% | -37.6% |
| 5Y | -40.9% | -69.5% | +28.6% | -39.8% |
| All | -43.3% | +112.5% | -155.9% | -51.3% |
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