+9.3%
CME vs DOCU
-9.0%
+18.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.3% |
| 7D | -1.6% | +6.9% | -8.5% | -1.6% |
| 30D | +6.2% | +19.0% | -12.8% | +6.2% |
| 3M | +10.4% | +34.3% | -23.9% | +10.4% |
| 6M | -9.5% | +48.0% | -57.5% | -10.0% |
| YTD | +6.0% | 0.0% | +6.0% | +5.4% |
| 1Y | +9.3% | -10.3% | +19.5% | +8.8% |
| All | +9.3% | -9.0% | +18.3% | +8.8% |
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 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