+42.8%
CL vs DOCU
-71.9%
+114.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +5.9% | -3.2% | +9.1% | +6.0% |
| 30D | +13.8% | +15.7% | -1.9% | +13.7% |
| 3M | +6.4% | +37.3% | -30.9% | +6.2% |
| 6M | +15.6% | +63.1% | -47.5% | +15.4% |
| YTD | +27.9% | +15.4% | +12.5% | +27.9% |
| 1Y | +31.4% | +11.3% | +20.1% | +31.4% |
| 3Y | +41.4% | +92.1% | -50.7% | +39.9% |
| 5Y | +42.8% | -70.5% | +113.3% | +36.4% |
| All | +42.8% | -71.9% | +114.7% | +36.4% |
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 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