+25.0%
CNH vs DOCU
+104.2%
-79.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.0% |
| 7D | -1.7% | -5.5% | +3.8% | -1.0% |
| 30D | -7.2% | +12.6% | -19.9% | -8.7% |
| 3M | +6.5% | +36.4% | -29.9% | +2.0% |
| 6M | +7.9% | +66.8% | -58.9% | 0.0% |
| YTD | +26.6% | +13.5% | +13.1% | +22.9% |
| 1Y | +13.8% | +11.3% | +2.5% | +10.7% |
| 3Y | +9.2% | +92.1% | -82.9% | -4.4% |
| 5Y | -15.6% | -71.0% | +55.4% | -12.3% |
| All | +25.0% | +104.2% | -79.2% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling