+175.5%
CP vs DOCU
+111.8%
+63.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +5.6% | -3.7% | +9.3% | +6.0% |
| 30D | +10.0% | +15.0% | -4.9% | +8.5% |
| 3M | +4.4% | +39.9% | -35.5% | +0.7% |
| 6M | +14.1% | +66.2% | -52.1% | +7.8% |
| YTD | +29.1% | +17.7% | +11.4% | +25.8% |
| 1Y | +34.6% | +13.7% | +20.9% | +31.5% |
| 3Y | +29.8% | +95.9% | -66.2% | +16.5% |
| 5Y | +28.7% | -71.7% | +100.4% | +34.7% |
| All | +175.5% | +111.8% | +63.7% | +99.5% |
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