+53.2%
CHRW vs DOCU
-71.9%
+125.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.9% |
| 7D | +0.7% | -3.2% | +3.9% | +1.0% |
| 30D | -5.0% | +15.7% | -20.7% | -6.4% |
| 3M | -16.1% | +37.3% | -53.4% | -18.8% |
| 6M | -22.6% | +63.1% | -85.8% | -26.4% |
| YTD | -19.3% | +15.4% | -34.7% | -21.1% |
| 1Y | -14.9% | +11.3% | -26.2% | -16.6% |
| 3Y | +68.0% | +92.1% | -24.0% | +53.2% |
| 5Y | +53.2% | -70.5% | +123.6% | +39.6% |
| All | +53.2% | -71.9% | +125.0% | +39.6% |
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