+177.0%
COF vs DOCU
+80.0%
+96.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.0% |
| 7D | +1.8% | +6.9% | -5.1% | +0.7% |
| 30D | -0.6% | +19.0% | -19.6% | -3.7% |
| 3M | +20.3% | +34.3% | -14.0% | +13.8% |
| 6M | +13.0% | +48.0% | -35.0% | +4.6% |
| YTD | -8.3% | 0.0% | -8.3% | -9.6% |
| 1Y | -1.5% | -10.3% | +8.8% | -1.4% |
| 3Y | +122.3% | +32.4% | +89.9% | +104.7% |
| 5Y | +52.5% | -77.9% | +130.4% | +56.0% |
| All | +177.0% | +80.0% | +96.9% | +99.2% |
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