+25.9%
CMS vs DOCU
-78.0%
+103.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | +0.4% | +6.9% | -6.5% | +0.3% |
| 30D | -3.6% | +19.0% | -22.6% | -3.7% |
| 3M | -1.9% | +34.3% | -36.2% | -2.2% |
| 6M | -11.0% | +48.0% | -59.0% | -11.3% |
| YTD | +0.2% | 0.0% | +0.2% | +0.4% |
| 1Y | -1.3% | -10.3% | +9.0% | -1.0% |
| 3Y | +35.9% | +32.4% | +3.5% | +34.2% |
| All | +25.9% | -78.0% | +103.9% | +12.9% |
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