+95.3%
CI vs DOCU
+111.8%
-16.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +3.5% | -3.7% | +7.2% | +3.7% |
| 30D | +12.6% | +15.0% | -2.4% | +11.7% |
| 3M | +12.1% | +39.9% | -27.8% | +9.9% |
| 6M | +10.6% | +66.2% | -55.6% | +7.2% |
| YTD | +12.8% | +17.7% | -4.8% | +11.4% |
| 1Y | +18.0% | +13.7% | +4.3% | +16.7% |
| 3Y | +4.2% | +95.9% | -91.7% | -2.9% |
| 5Y | +57.2% | -71.7% | +128.9% | +66.5% |
| All | +95.3% | +111.8% | -16.6% | +42.4% |
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