+122.0%
CMI vs DOCU
+87.9%
+34.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -10.0% | -5.5% | -4.5% | -9.8% |
| 30D | -13.0% | +12.6% | -25.6% | -13.4% |
| 3M | -29.9% | +36.4% | -66.2% | -30.9% |
| 6M | -36.7% | +66.8% | -103.5% | -38.7% |
| YTD | -10.9% | +13.5% | -24.4% | -9.8% |
| 1Y | -1.3% | +11.3% | -12.6% | 0.0% |
| All | +122.0% | +87.9% | +34.1% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling