+12.7%
CMG vs DOCU
+10.1%
+2.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.6% |
| 7D | +8.0% | -5.5% | +13.5% | +8.3% |
| 30D | +11.9% | +12.6% | -0.7% | +10.9% |
| 3M | +2.1% | +36.4% | -34.3% | 0.0% |
| 6M | +5.2% | +66.8% | -61.6% | -1.2% |
| YTD | -6.9% | +13.5% | -20.4% | -4.3% |
| 1Y | +12.7% | +11.3% | +1.4% | +17.2% |
| All | +12.7% | +10.1% | +2.6% | +17.2% |
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