+40.8%
CL vs DOCU
+94.9%
-54.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +7.7% | -3.7% | +11.4% | +7.7% |
| 30D | +15.2% | +15.0% | +0.3% | +15.4% |
| 3M | +7.3% | +39.9% | -32.6% | +7.7% |
| 6M | +17.0% | +66.2% | -49.1% | +17.8% |
| YTD | +28.0% | +17.7% | +10.3% | +28.7% |
| 1Y | +32.1% | +13.7% | +18.4% | +32.8% |
| All | +40.8% | +94.9% | -54.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling