+112.6%
CFG vs DOCU
+104.2%
+8.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | -0.9% | -5.5% | +4.7% | -0.2% |
| 30D | +1.1% | +12.6% | -11.6% | -0.5% |
| 3M | -12.0% | +36.4% | -48.4% | -15.7% |
| 6M | -2.2% | +66.8% | -69.0% | -9.2% |
| YTD | +11.4% | +13.5% | -2.1% | +8.2% |
| 1Y | +27.8% | +11.3% | +16.5% | +24.4% |
| 3Y | +173.3% | +92.1% | +81.2% | +144.6% |
| 5Y | +62.4% | -71.0% | +133.4% | +60.1% |
| All | +112.6% | +104.2% | +8.3% | +57.7% |
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