+43.9%
CL vs DOCU
-71.6%
+115.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.2% |
| 3M | +7.3% | +39.9% | -32.6% | +7.2% |
| 6M | +17.0% | +66.2% | -49.1% | +16.8% |
| YTD | +28.0% | +17.7% | +10.3% | +28.0% |
| 1Y | +32.1% | +13.7% | +18.4% | +32.1% |
| 3Y | +41.5% | +95.9% | -54.4% | +40.0% |
| 5Y | +43.9% | -71.7% | +115.6% | +35.9% |
| All | +43.9% | -71.6% | +115.5% | +35.9% |
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