+114.8%
CMI vs DOCU
-69.6%
+184.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.5% | +4.1% | -3.6% | +0.1% |
| 30D | -14.0% | +7.4% | -21.4% | -14.6% |
| 3M | -28.1% | +26.0% | -54.2% | -29.7% |
| 6M | -35.8% | +79.2% | -115.0% | -39.8% |
| YTD | -10.5% | +18.1% | -28.6% | -12.3% |
| 1Y | -1.9% | +20.5% | -22.4% | -4.2% |
| 3Y | +121.0% | +96.4% | +24.6% | +100.4% |
| All | +114.8% | -69.6% | +184.5% | +102.4% |
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 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