+10.9%
CMG vs DOCU
+11.6%
-0.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.7% | +5.8% |
| 7D | +22.5% | -3.7% | +26.2% | +22.8% |
| 30D | +14.1% | +15.0% | -0.9% | +12.9% |
| 3M | +4.1% | +39.9% | -35.8% | +1.7% |
| 6M | +10.1% | +66.2% | -56.1% | +3.7% |
| YTD | -4.9% | +17.7% | -22.6% | -2.1% |
| 1Y | +10.9% | +13.7% | -2.8% | +16.2% |
| All | +10.9% | +11.6% | -0.7% | +16.2% |
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