+86.8%
CMS vs DOCU
+80.0%
+6.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 6M | -11.0% | +48.0% | -59.0% | -11.2% |
| YTD | +0.2% | 0.0% | +0.2% | +0.3% |
| 1Y | -1.3% | -10.3% | +9.0% | -1.2% |
| 3Y | +35.9% | +32.4% | +3.5% | +34.8% |
| 5Y | +23.1% | -77.9% | +101.0% | +20.6% |
| All | +86.8% | +80.0% | +6.8% | +79.4% |
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 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