+2,681.4%
CLS vs DOCU
+80.0%
+2,601.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | +4.6% | +6.9% | -2.3% | +3.4% |
| 30D | -13.9% | +19.0% | -32.9% | -16.5% |
| 3M | -26.6% | +34.3% | -60.9% | -30.6% |
| 6M | +15.4% | +48.0% | -32.6% | +6.7% |
| YTD | +5.7% | 0.0% | +5.6% | +4.1% |
| 1Y | +41.1% | -10.3% | +51.4% | +41.3% |
| 3Y | +1,228.6% | +32.4% | +1,196.2% | +1,141.7% |
| 5Y | +3,240.6% | -77.9% | +3,318.6% | +3,444.4% |
| All | +2,681.4% | +80.0% | +2,601.4% | +2,386.8% |
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