+69.1%
CFG vs DOCU
-71.6%
+140.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +1.8% | -3.7% | +5.5% | +2.4% |
| 30D | +3.3% | +15.0% | -11.7% | +0.7% |
| 3M | -9.8% | +39.9% | -49.7% | -15.4% |
| 6M | +5.2% | +66.2% | -61.0% | -5.1% |
| YTD | +16.1% | +17.7% | -1.6% | +10.9% |
| 1Y | +33.7% | +13.7% | +20.0% | +28.4% |
| 3Y | +181.2% | +95.9% | +85.3% | +135.9% |
| 5Y | +69.1% | -71.7% | +140.8% | +67.6% |
| All | +69.1% | -71.6% | +140.7% | +67.6% |
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 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