-39.4%
CAG vs DOCU
-71.6%
+32.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +6.6% | -3.4% | +10.0% | +6.6% |
| 30D | +13.9% | +9.3% | +4.7% | +13.9% |
| 3M | +4.0% | +30.2% | -26.2% | +4.1% |
| 6M | +10.0% | +62.1% | -52.1% | +10.2% |
| YTD | -6.1% | +13.5% | -19.7% | -6.1% |
| 1Y | -4.3% | +11.5% | -15.8% | -4.3% |
| 3Y | -34.6% | +89.5% | -124.1% | -34.9% |
| 5Y | -39.4% | -69.6% | +30.2% | -41.2% |
| All | -39.4% | -71.6% | +32.2% | -41.2% |
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