+315.6%
CF vs DOCU
+80.0%
+235.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.5% |
| 7D | +6.0% | +6.9% | -0.9% | +5.5% |
| 30D | +14.8% | +19.0% | -4.1% | +13.3% |
| 3M | +14.1% | +34.3% | -20.2% | +11.4% |
| 6M | +28.5% | +48.0% | -19.5% | +24.3% |
| YTD | +74.9% | 0.0% | +74.9% | +73.9% |
| 1Y | +61.7% | -10.3% | +72.0% | +61.8% |
| 3Y | +80.3% | +32.4% | +47.9% | +71.9% |
| 5Y | +226.0% | -77.9% | +303.9% | +256.2% |
| All | +315.6% | +80.0% | +235.6% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling