-27.3%
CRM vs DOCU
-69.6%
+42.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | +2.0% | +4.1% | -2.1% | +0.5% |
| 30D | -7.7% | +7.4% | -15.0% | -10.1% |
| 3M | +8.4% | +26.0% | -17.6% | -0.4% |
| 6M | +31.9% | +79.2% | -47.3% | +7.0% |
| YTD | -17.2% | +18.1% | -35.3% | -22.9% |
| 1Y | -8.6% | +20.5% | -29.1% | -15.8% |
| 3Y | +3.1% | +96.4% | -93.3% | -22.6% |
| All | -27.3% | -69.6% | +42.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling