+328.7%
CMG vs DOCU
+110.9%
+217.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.3% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | +20.5% | +12.9% | +7.6% | +17.3% |
| 3M | +14.5% | +35.1% | -20.6% | +6.9% |
| 6M | +14.8% | +76.2% | -61.4% | 0.0% |
| YTD | -1.0% | +17.2% | -18.2% | -6.5% |
| 1Y | +22.9% | +16.4% | +6.5% | +16.2% |
| 3Y | -13.6% | +95.6% | -109.2% | -30.9% |
| 5Y | +0.9% | -68.5% | +69.4% | +9.4% |
| All | +328.7% | +110.9% | +217.8% | +204.5% |
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