+175.9%
CFG vs DOCU
+91.1%
+84.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.8% |
| 7D | -2.2% | -3.2% | +1.1% | -1.7% |
| 30D | +0.4% | +15.7% | -15.3% | -1.9% |
| 3M | -12.6% | +37.3% | -49.9% | -17.1% |
| 6M | +0.6% | +63.1% | -62.5% | -7.9% |
| YTD | +12.4% | +15.4% | -2.9% | +9.3% |
| 1Y | +27.7% | +11.3% | +16.4% | +24.8% |
| All | +175.9% | +91.1% | +84.8% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling