+79.6%
CI vs DOCU
+80.0%
-0.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.5% |
| 7D | +1.3% | +6.9% | -5.6% | +0.9% |
| 30D | +4.4% | +19.0% | -14.6% | +3.4% |
| 3M | +0.7% | +34.3% | -33.6% | -1.1% |
| 6M | +0.3% | +48.0% | -47.7% | -2.2% |
| YTD | +3.8% | 0.0% | +3.8% | +3.4% |
| 1Y | -5.5% | -10.3% | +4.8% | -5.4% |
| 3Y | +8.1% | +32.4% | -24.3% | +3.4% |
| 5Y | +42.8% | -77.9% | +120.7% | +54.0% |
| All | +79.6% | +80.0% | -0.4% | +32.2% |
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