+5.0%
CRM vs DOCU
+87.9%
-82.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.2% |
| 7D | -6.8% | -5.5% | -1.2% | -4.3% |
| 30D | -4.9% | +12.6% | -17.5% | -9.9% |
| 3M | +14.6% | +36.4% | -21.8% | -0.3% |
| 6M | +18.4% | +66.8% | -48.4% | -5.1% |
| YTD | -18.8% | +13.5% | -32.3% | -25.6% |
| 1Y | -10.0% | +11.3% | -21.3% | -17.3% |
| 3Y | +5.0% | +92.1% | -87.1% | -21.5% |
| All | +5.0% | +87.9% | -82.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling