+119.4%
CRM vs DOCU
+80.0%
+39.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -3.3% |
| 7D | +1.3% | +6.9% | -5.6% | -1.2% |
| 30D | +34.3% | +19.0% | +15.3% | +26.6% |
| 3M | +37.7% | +34.3% | +3.4% | +24.3% |
| 6M | +34.9% | +48.0% | -13.1% | +18.3% |
| YTD | -1.6% | 0.0% | -1.7% | -2.0% |
| 1Y | +7.1% | -10.3% | +17.4% | +9.8% |
| 3Y | +19.0% | +32.4% | -13.4% | +2.9% |
| 5Y | -1.3% | -77.9% | +76.7% | +29.0% |
| All | +119.4% | +80.0% | +39.3% | +27.5% |
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