-2.5%
CMG vs DOCU
-78.0%
+75.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.3% |
| 7D | -2.8% | +6.9% | -9.7% | -4.1% |
| 30D | +7.1% | +19.0% | -11.9% | +3.3% |
| 3M | +31.2% | +34.3% | -3.1% | +22.5% |
| 6M | +0.7% | +48.0% | -47.3% | -8.4% |
| YTD | -0.1% | 0.0% | -0.1% | -1.9% |
| 1Y | -10.7% | -10.3% | -0.5% | -10.8% |
| 3Y | -4.7% | +32.4% | -37.1% | -16.1% |
| All | -2.5% | -78.0% | +75.5% | +5.9% |
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