-33.4%
CAG vs DOCU
+87.9%
-121.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.8% |
| 7D | +5.8% | -5.5% | +11.4% | +5.8% |
| 30D | +16.4% | +12.6% | +3.7% | +16.6% |
| 3M | +3.8% | +36.4% | -32.6% | +4.4% |
| 6M | +10.8% | +66.8% | -56.0% | +12.2% |
| YTD | -5.8% | +13.5% | -19.3% | -5.6% |
| 1Y | -2.4% | +11.3% | -13.7% | -2.2% |
| 3Y | -33.4% | +92.1% | -125.5% | -32.0% |
| All | -33.4% | +87.9% | -121.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling