-1.3%
CMI vs DOCU
+10.1%
-11.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | 0.0% |
| 7D | -10.0% | -5.5% | -4.5% | -10.9% |
| 30D | -13.0% | +12.6% | -25.6% | -11.0% |
| 3M | -29.9% | +36.4% | -66.2% | -25.1% |
| 6M | -36.7% | +66.8% | -103.5% | -29.2% |
| YTD | -10.9% | +13.5% | -24.4% | -0.7% |
| 1Y | -1.3% | +11.3% | -12.6% | +10.7% |
| All | -1.3% | +10.1% | -11.4% | +10.7% |
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