+245.2%
CMI vs DOCU
+107.7%
+137.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -3.0% | -4.8% |
| 7D | -13.4% | -3.2% | -10.2% | -13.2% |
| 30D | -16.2% | +15.7% | -31.9% | -17.2% |
| 3M | -30.8% | +37.3% | -68.0% | -32.7% |
| 6M | -33.1% | +63.1% | -96.2% | -36.2% |
| YTD | -11.2% | +15.4% | -26.6% | -12.9% |
| 1Y | +3.6% | +11.3% | -7.7% | +2.0% |
| 3Y | +111.0% | +92.1% | +19.0% | +94.6% |
| 5Y | +112.2% | -70.5% | +182.7% | +113.6% |
| All | +245.2% | +107.7% | +137.5% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling