-59.9%
CCL vs DOCU
+80.0%
-140.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.9% |
| 7D | -5.0% | +6.9% | -11.9% | -6.8% |
| 30D | -20.3% | +19.0% | -39.3% | -24.3% |
| 3M | -15.1% | +34.3% | -49.4% | -22.3% |
| 6M | -15.1% | +48.0% | -63.1% | -25.2% |
| YTD | -21.8% | 0.0% | -21.8% | -23.6% |
| 1Y | -24.8% | -10.3% | -14.5% | -24.7% |
| 3Y | +51.9% | +32.4% | +19.5% | +32.6% |
| 5Y | +4.0% | -77.9% | +82.0% | +9.8% |
| All | -59.9% | +80.0% | -140.0% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling