+137.1%
CDW vs DOCU
+80.0%
+57.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.7% |
| 7D | +3.2% | +6.9% | -3.7% | +1.9% |
| 30D | +9.3% | +19.0% | -9.7% | +5.5% |
| 3M | +9.8% | +34.3% | -24.5% | +3.4% |
| 6M | +23.3% | +48.0% | -24.7% | +14.2% |
| YTD | +13.7% | 0.0% | +13.6% | +12.3% |
| 1Y | -6.5% | -10.3% | +3.8% | -6.2% |
| 3Y | -25.2% | +32.4% | -57.6% | -31.5% |
| 5Y | -19.5% | -77.9% | +58.4% | -10.1% |
| All | +137.1% | +80.0% | +57.0% | +68.1% |
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 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