+81.1%
CRM vs DOCU
+104.2%
-23.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.3% |
| 7D | -6.8% | -5.5% | -1.2% | -4.8% |
| 30D | -4.9% | +12.6% | -17.5% | -8.8% |
| 3M | +14.6% | +36.4% | -21.8% | +2.8% |
| 6M | +18.4% | +66.8% | -48.4% | -0.6% |
| YTD | -18.8% | +13.5% | -32.3% | -22.7% |
| 1Y | -10.0% | +11.3% | -21.3% | -14.1% |
| 3Y | +5.0% | +92.1% | -87.1% | -19.7% |
| 5Y | -29.1% | -71.0% | +41.8% | -15.4% |
| All | +81.1% | +104.2% | -23.1% | +0.6% |
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