+168.9%
CMI vs DOCU
-78.0%
+246.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.5% |
| 7D | -0.7% | +6.9% | -7.6% | -1.3% |
| 30D | -13.4% | +19.0% | -32.4% | -14.9% |
| 3M | -17.0% | +34.3% | -51.3% | -19.6% |
| 6M | -1.6% | +48.0% | -49.7% | -6.3% |
| YTD | +11.0% | 0.0% | +11.0% | +10.5% |
| 1Y | +41.9% | -10.3% | +52.2% | +42.7% |
| 3Y | +151.8% | +32.4% | +119.4% | +138.0% |
| All | +168.9% | -78.0% | +246.9% | +161.2% |
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