+1,731.2%
CLS vs DOCU
+107.7%
+1,623.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.0% | -11.1% | -12.7% |
| 7D | -27.3% | -3.2% | -24.1% | -26.9% |
| 30D | -47.0% | +15.7% | -62.7% | -48.4% |
| 3M | -43.3% | +37.3% | -80.6% | -46.6% |
| 6M | -50.8% | +63.1% | -113.9% | -55.2% |
| YTD | -30.4% | +15.4% | -45.8% | -33.4% |
| 1Y | -41.7% | +11.3% | -53.0% | -43.8% |
| 3Y | +701.4% | +92.1% | +609.3% | +605.5% |
| 5Y | +1,767.8% | -70.5% | +1,838.3% | +1,798.1% |
| All | +1,731.2% | +107.7% | +1,623.5% | +1,491.6% |
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