+173.6%
CP vs DOCU
+107.7%
+66.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +6.1% | -3.2% | +9.3% | +6.4% |
| 30D | +9.8% | +15.7% | -5.9% | +8.1% |
| 3M | +2.7% | +37.3% | -34.5% | -0.7% |
| 6M | +12.8% | +63.1% | -50.3% | +6.8% |
| YTD | +28.2% | +15.4% | +12.8% | +25.2% |
| 1Y | +34.1% | +11.3% | +22.8% | +31.4% |
| 3Y | +28.9% | +92.1% | -63.2% | +15.9% |
| 5Y | +27.1% | -70.5% | +97.6% | +32.3% |
| All | +173.6% | +107.7% | +66.0% | +98.5% |
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