-16.3%
CSGP vs DOCU
+80.0%
-96.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.3% |
| 7D | -4.1% | +6.9% | -11.0% | -5.6% |
| 30D | +2.3% | +19.0% | -16.7% | -2.0% |
| 3M | -8.2% | +34.3% | -42.5% | -14.7% |
| 6M | -35.1% | +48.0% | -83.1% | -41.2% |
| YTD | -54.0% | 0.0% | -54.0% | -54.7% |
| 1Y | -65.3% | -10.3% | -55.0% | -65.1% |
| 3Y | -62.6% | +32.4% | -95.0% | -67.1% |
| 5Y | -64.8% | -77.9% | +13.1% | -58.4% |
| All | -16.3% | +80.0% | -96.3% | -45.7% |
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