+55.8%
CNH vs DOCU
+80.0%
-24.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.6% |
| 7D | +23.3% | +6.9% | +16.4% | +22.2% |
| 30D | +33.5% | +19.0% | +14.5% | +30.2% |
| 3M | +32.7% | +34.3% | -1.6% | +27.2% |
| 6M | +22.2% | +48.0% | -25.8% | +14.7% |
| YTD | +57.7% | 0.0% | +57.7% | +55.8% |
| 1Y | +28.0% | -10.3% | +38.3% | +28.1% |
| 3Y | +11.5% | +32.4% | -20.9% | +2.8% |
| 5Y | +11.9% | -77.9% | +89.8% | +20.4% |
| All | +55.8% | +80.0% | -24.3% | +13.3% |
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