+166.8%
CP vs DOCU
+80.0%
+86.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | 0.0% |
| 7D | -2.7% | +6.9% | -9.6% | -3.3% |
| 30D | +0.2% | +19.0% | -18.8% | -1.7% |
| 3M | +2.6% | +34.3% | -31.7% | -0.7% |
| 6M | +6.0% | +48.0% | -42.0% | +1.2% |
| YTD | +24.9% | 0.0% | +24.9% | +23.9% |
| 1Y | +20.1% | -10.3% | +30.4% | +20.1% |
| 3Y | +16.4% | +32.4% | -16.0% | +9.0% |
| 5Y | +31.7% | -77.9% | +109.7% | +41.7% |
| All | +166.8% | +80.0% | +86.7% | +96.5% |
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 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