+248.1%
CF vs DOCU
+111.8%
+136.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -6.9% | -3.7% | -3.2% | -6.6% |
| 30D | -3.7% | +15.0% | -18.7% | -4.7% |
| 3M | -5.0% | +39.9% | -44.9% | -7.3% |
| 6M | -10.5% | +66.2% | -76.6% | -13.9% |
| YTD | +46.5% | +17.7% | +28.8% | +44.0% |
| 1Y | +34.8% | +13.7% | +21.1% | +32.8% |
| 3Y | +46.7% | +95.9% | -49.2% | +35.7% |
| 5Y | +112.0% | -71.7% | +183.7% | +126.6% |
| All | +248.1% | +111.8% | +136.2% | +135.2% |
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