+30.0%
CL vs DOCU
-78.0%
+108.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.5% |
| 7D | -2.2% | +6.9% | -9.1% | -2.2% |
| 30D | -4.8% | +19.0% | -23.8% | -4.9% |
| 3M | +4.9% | +34.3% | -29.4% | +4.8% |
| 6M | -5.7% | +48.0% | -53.7% | -5.8% |
| YTD | +14.4% | 0.0% | +14.4% | +14.5% |
| 1Y | +8.7% | -10.3% | +19.0% | +8.9% |
| 3Y | +30.0% | +32.4% | -2.4% | +29.1% |
| All | +30.0% | -78.0% | +108.0% | +22.1% |
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 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