+302.8%
CMG vs DOCU
+104.2%
+198.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.4% |
| 7D | +8.0% | -5.5% | +13.5% | +9.2% |
| 30D | +11.9% | +12.6% | -0.7% | +9.0% |
| 3M | +2.1% | +36.4% | -34.3% | -4.9% |
| 6M | +5.2% | +66.8% | -61.6% | -7.3% |
| YTD | -6.9% | +13.5% | -20.4% | -11.5% |
| 1Y | +12.7% | +11.3% | +1.4% | +7.5% |
| 3Y | -16.8% | +92.1% | -108.9% | -33.2% |
| 5Y | -4.1% | -71.0% | +66.9% | +5.9% |
| All | +302.8% | +104.2% | +198.6% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling