-14.2%
CHRW vs DOCU
+10.1%
-24.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.2% |
| 7D | +0.6% | -5.5% | +6.1% | +1.0% |
| 30D | -7.3% | +12.6% | -19.9% | -8.3% |
| 3M | -14.2% | +36.4% | -50.6% | -16.4% |
| 6M | -25.1% | +66.8% | -91.9% | -26.9% |
| YTD | -21.2% | +13.5% | -34.6% | -24.4% |
| 1Y | -14.2% | +11.3% | -25.5% | -17.4% |
| All | -14.2% | +10.1% | -24.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling