-39.3%
CLS vs DOCU
+10.1%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.4% |
| 7D | -22.2% | -5.5% | -16.6% | -22.6% |
| 30D | -44.4% | +12.6% | -57.0% | -43.9% |
| 3M | -34.3% | +36.4% | -70.7% | -33.3% |
| 6M | -50.1% | +66.8% | -116.9% | -47.9% |
| YTD | -30.1% | +13.5% | -43.5% | -21.5% |
| 1Y | -39.3% | +11.3% | -50.6% | -31.1% |
| All | -39.3% | +10.1% | -49.4% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling