+26.7%
CNH vs DOCU
+111.8%
-85.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| YTD | +28.2% | +17.7% | +10.5% | +23.9% |
| 1Y | +14.8% | +13.7% | +1.1% | +11.4% |
| 3Y | +8.3% | +95.9% | -87.6% | -5.4% |
| 5Y | -15.2% | -71.7% | +56.5% | -11.6% |
| All | +26.7% | +111.8% | -85.2% | -9.9% |
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 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