-66.7%
CPNG vs DOCU
-64.3%
-2.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.1% |
| 7D | +12.7% | -3.2% | +15.9% | +13.8% |
| 30D | +13.9% | +15.7% | -1.8% | +8.5% |
| 3M | +2.6% | +37.3% | -34.7% | -8.3% |
| 6M | -20.9% | +63.1% | -84.0% | -34.1% |
| YTD | -30.4% | +15.4% | -45.8% | -35.5% |
| 1Y | -45.7% | +11.3% | -57.0% | -49.2% |
| 3Y | -1.7% | +92.1% | -93.8% | -32.0% |
| 5Y | -45.1% | -70.5% | +25.4% | -46.9% |
| All | -66.7% | -64.3% | -2.4% | -70.4% |
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