+175.2%
CSX vs DOCU
+80.0%
+95.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | -3.4% | +6.9% | -10.3% | -4.0% |
| 30D | -3.1% | +19.0% | -22.1% | -4.9% |
| 3M | +7.2% | +34.3% | -27.1% | +3.7% |
| 6M | +16.2% | +48.0% | -31.8% | +10.8% |
| YTD | +37.5% | 0.0% | +37.5% | +36.4% |
| 1Y | +53.2% | -10.3% | +63.5% | +53.4% |
| 3Y | +68.2% | +32.4% | +35.8% | +57.9% |
| 5Y | +65.2% | -77.9% | +143.2% | +74.4% |
| All | +175.2% | +80.0% | +95.2% | +104.6% |
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