+122.4%
CF vs DOCU
-71.9%
+194.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.1% | +6.2% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +2.2% | +15.7% | -13.5% | +1.7% |
| 3M | +2.1% | +37.3% | -35.2% | +0.9% |
| 6M | -6.5% | +63.1% | -69.7% | -8.3% |
| YTD | +55.6% | +15.4% | +40.2% | +54.5% |
| 1Y | +42.3% | +11.3% | +31.0% | +41.6% |
| 3Y | +55.7% | +92.1% | -36.3% | +49.9% |
| 5Y | +122.4% | -70.5% | +192.9% | +127.4% |
| All | +122.4% | -71.9% | +194.3% | +127.4% |
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