+332.4%
CMG vs DOCU
+80.0%
+252.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.4% |
| 7D | -2.8% | +6.9% | -9.7% | -4.2% |
| 30D | +7.1% | +19.0% | -11.9% | +2.9% |
| 3M | +31.2% | +34.3% | -3.1% | +21.8% |
| 6M | +0.7% | +48.0% | -47.3% | -9.1% |
| YTD | -0.1% | 0.0% | -0.1% | -2.2% |
| 1Y | -10.7% | -10.3% | -0.5% | -11.0% |
| 3Y | -4.7% | +32.4% | -37.1% | -16.7% |
| 5Y | -3.8% | -77.9% | +74.2% | +13.1% |
| All | +332.4% | +80.0% | +252.4% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling