+76.6%
CHRW vs DOCU
+111.8%
-35.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | -3.7% | +8.6% | +5.2% |
| 30D | -4.8% | +15.0% | -19.8% | -6.1% |
| 3M | -13.1% | +39.9% | -53.0% | -16.0% |
| 6M | -16.3% | +66.2% | -82.5% | -20.5% |
| YTD | -15.8% | +17.7% | -33.5% | -17.8% |
| 1Y | -11.1% | +13.7% | -24.8% | -13.0% |
| 3Y | +75.3% | +95.9% | -20.6% | +60.2% |
| 5Y | +56.0% | -71.7% | +127.7% | +57.7% |
| All | +76.6% | +111.8% | -35.2% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling