+112.0%
CMI vs DOCU
-71.0%
+183.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -10.0% | -5.5% | -4.5% | -9.6% |
| 30D | -13.0% | +12.6% | -25.6% | -13.9% |
| 3M | -29.9% | +36.4% | -66.2% | -31.9% |
| 6M | -36.7% | +66.8% | -103.5% | -40.2% |
| YTD | -10.9% | +13.5% | -24.4% | -12.4% |
| 1Y | -1.3% | +11.3% | -12.6% | -2.8% |
| 3Y | +117.4% | +92.1% | +25.3% | +97.6% |
| All | +112.0% | -71.0% | +183.0% | +99.1% |
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