-15.2%
CNH vs DOCU
-71.6%
+56.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +6.5% | -3.7% | +10.2% | +7.0% |
| 30D | -12.0% | +15.0% | -26.9% | -13.6% |
| 3M | +4.4% | +39.9% | -35.5% | -0.4% |
| 6M | +15.7% | +66.2% | -50.5% | +7.2% |
| YTD | +28.2% | +17.7% | +10.5% | +24.2% |
| 1Y | +14.8% | +13.7% | +1.1% | +11.7% |
| 3Y | +8.3% | +95.9% | -87.6% | -6.4% |
| 5Y | -15.2% | -71.7% | +56.5% | -17.0% |
| All | -15.2% | -71.6% | +56.4% | -17.0% |
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 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