+192.1%
CAT vs DOCU
-71.9%
+264.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.2% |
| 7D | -14.5% | -3.2% | -11.3% | -14.3% |
| 30D | -35.7% | +15.7% | -51.4% | -36.4% |
| 3M | -36.3% | +37.3% | -73.6% | -37.9% |
| 6M | -38.5% | +63.1% | -101.7% | -41.2% |
| YTD | -2.5% | +15.4% | -17.9% | -3.8% |
| 1Y | -1.9% | +11.3% | -13.2% | -2.9% |
| 3Y | +139.2% | +92.1% | +47.1% | +120.4% |
| 5Y | +192.1% | -70.5% | +262.6% | +177.1% |
| All | +192.1% | -71.9% | +264.0% | +177.1% |
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