-1.9%
CAT vs DOCU
+11.4%
-13.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.9% |
| 7D | -14.5% | -3.2% | -11.3% | -15.2% |
| 30D | -35.7% | +15.7% | -51.4% | -33.1% |
| 3M | -36.3% | +37.3% | -73.6% | -30.4% |
| 6M | -38.5% | +63.1% | -101.7% | -28.5% |
| YTD | -2.5% | +15.4% | -17.9% | +10.7% |
| 1Y | -1.9% | +11.3% | -13.2% | +12.3% |
| All | -1.9% | +11.4% | -13.3% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling