-39.7%
CAG vs DOCU
-78.0%
+38.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.9% |
| 7D | -3.8% | +6.9% | -10.7% | -3.8% |
| 30D | +3.1% | +19.0% | -15.9% | +3.2% |
| 3M | +23.5% | +34.3% | -10.8% | +23.6% |
| 6M | -14.8% | +48.0% | -62.9% | -14.6% |
| YTD | -5.4% | 0.0% | -5.5% | -5.4% |
| 1Y | -11.8% | -10.3% | -1.5% | -11.8% |
| 3Y | -36.7% | +32.4% | -69.1% | -36.9% |
| All | -39.7% | -78.0% | +38.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling