-43.8%
CLS vs DOCU
+67.3%
-111.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.2% | -9.2% | -9.0% |
| 7D | -21.1% | -3.7% | -17.4% | -21.4% |
| 30D | -38.2% | +15.0% | -53.2% | -37.7% |
| 3M | -36.3% | +39.9% | -76.2% | -36.4% |
| 6M | -43.8% | +66.2% | -110.0% | -41.9% |
| All | -43.8% | +67.3% | -111.1% | -41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling