+86.0%
CLF vs DOCU
+111.8%
-25.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -7.9% | -3.7% | -4.2% | -7.2% |
| 30D | +5.2% | +15.0% | -9.7% | +2.0% |
| 3M | +4.3% | +39.9% | -35.6% | -3.4% |
| 6M | +25.3% | +66.2% | -40.9% | +10.8% |
| YTD | -3.3% | +17.7% | -21.0% | -8.9% |
| 1Y | +20.2% | +13.7% | +6.5% | +14.1% |
| 3Y | -25.0% | +95.9% | -120.9% | -38.9% |
| 5Y | -42.1% | -71.7% | +29.6% | -38.9% |
| All | +86.0% | +111.8% | -25.8% | +19.0% |
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