+81.1%
CLF vs DOCU
+80.0%
+1.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.0% |
| 7D | +7.6% | +6.9% | +0.7% | +6.1% |
| 30D | -1.2% | +19.0% | -20.2% | -5.0% |
| 3M | -13.4% | +34.3% | -47.7% | -19.3% |
| 6M | +15.4% | +48.0% | -32.6% | +4.5% |
| YTD | -5.9% | 0.0% | -5.9% | -8.0% |
| 1Y | +18.8% | -10.3% | +29.1% | +18.6% |
| 3Y | -19.4% | +32.4% | -51.8% | -28.5% |
| 5Y | -47.7% | -77.9% | +30.2% | -42.0% |
| All | +81.1% | +80.0% | +1.1% | +20.2% |
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