+82.2%
CRM vs DOCU
+104.6%
-22.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.0% | -4.8% | -0.2% | -3.3% |
| 30D | -6.2% | +9.4% | -15.6% | -9.1% |
| 3M | +11.7% | +29.0% | -17.3% | +2.2% |
| 6M | +18.7% | +62.3% | -43.6% | +0.5% |
| YTD | -18.3% | +13.7% | -32.0% | -22.3% |
| 1Y | -9.6% | +11.5% | -21.2% | -13.8% |
| 3Y | +4.3% | +94.2% | -89.9% | -20.5% |
| 5Y | -29.3% | -71.7% | +42.5% | -14.8% |
| All | +82.2% | +104.6% | -22.4% | +1.1% |
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