-1.4%
CMG vs DOCU
-71.9%
+70.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.9% |
| 7D | +13.2% | -3.2% | +16.4% | +13.9% |
| 30D | +14.6% | +15.7% | -1.1% | +11.3% |
| 3M | +2.6% | +37.3% | -34.7% | -4.0% |
| 6M | +9.6% | +63.1% | -53.6% | -2.0% |
| YTD | -4.3% | +15.4% | -19.7% | -8.8% |
| 1Y | +10.7% | +11.3% | -0.6% | +6.3% |
| 3Y | -13.3% | +92.1% | -105.3% | -29.6% |
| 5Y | -1.4% | -70.5% | +69.1% | -3.6% |
| All | -1.4% | -71.9% | +70.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling