+114.6%
CFG vs DOCU
+107.7%
+6.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.9% |
| 7D | -2.2% | -3.2% | +1.1% | -1.8% |
| 30D | +0.4% | +15.7% | -15.3% | -1.5% |
| 3M | -12.6% | +37.3% | -49.9% | -16.3% |
| 6M | +0.6% | +63.1% | -62.5% | -6.3% |
| YTD | +12.4% | +15.4% | -2.9% | +9.0% |
| 1Y | +27.7% | +11.3% | +16.4% | +24.3% |
| 3Y | +172.4% | +92.1% | +80.3% | +143.7% |
| 5Y | +64.0% | -70.5% | +134.4% | +61.2% |
| All | +114.6% | +107.7% | +6.9% | +58.8% |
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