+136.0%
CFG vs DOCU
+80.0%
+56.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.5% |
| 7D | +1.5% | +6.9% | -5.4% | +0.7% |
| 30D | -3.8% | +19.0% | -22.8% | -6.1% |
| 3M | +11.5% | +34.3% | -22.8% | +6.9% |
| 6M | +19.2% | +48.0% | -28.8% | +12.2% |
| YTD | +23.7% | 0.0% | +23.7% | +22.3% |
| 1Y | +38.8% | -10.3% | +49.1% | +38.9% |
| 3Y | +178.9% | +32.4% | +146.5% | +161.1% |
| 5Y | +101.8% | -77.9% | +179.7% | +103.4% |
| All | +136.0% | +80.0% | +56.0% | +78.1% |
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