-38.4%
CAG vs DOCU
-71.9%
+33.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.8% |
| 7D | +11.4% | -3.2% | +14.6% | +11.4% |
| 30D | +16.7% | +15.7% | +1.0% | +16.7% |
| 3M | +4.5% | +37.3% | -32.7% | +4.6% |
| 6M | +13.3% | +63.1% | -49.8% | +13.5% |
| YTD | -4.2% | +15.4% | -19.5% | -4.1% |
| 1Y | -2.9% | +11.3% | -14.2% | -2.9% |
| 3Y | -33.2% | +92.1% | -125.2% | -33.5% |
| 5Y | -38.4% | -70.5% | +32.1% | -40.2% |
| All | -38.4% | -71.9% | +33.5% | -40.2% |
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