+220.7%
CF vs DOCU
-78.0%
+298.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.4% |
| 7D | +6.0% | +6.9% | -0.9% | +5.8% |
| 30D | +14.8% | +19.0% | -4.1% | +14.1% |
| 3M | +14.1% | +34.3% | -20.2% | +12.7% |
| 6M | +28.5% | +48.0% | -19.5% | +26.3% |
| YTD | +74.9% | 0.0% | +74.9% | +74.6% |
| 1Y | +61.7% | -10.3% | +72.0% | +62.1% |
| 3Y | +80.3% | +32.4% | +47.9% | +76.0% |
| All | +220.7% | -78.0% | +298.7% | +255.9% |
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 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