-7.2%
CTSH vs DOCU
+107.7%
-114.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.5% |
| 7D | +6.4% | -3.2% | +9.6% | +7.1% |
| 30D | +16.3% | +15.7% | +0.6% | +13.3% |
| 3M | +20.0% | +37.3% | -17.3% | +13.3% |
| 6M | +29.9% | +63.1% | -33.2% | +19.1% |
| YTD | -18.4% | +15.4% | -33.8% | -21.2% |
| 1Y | -8.9% | +11.3% | -20.2% | -11.6% |
| 3Y | +6.0% | +92.1% | -86.1% | -7.7% |
| 5Y | -9.3% | -70.5% | +61.2% | -5.8% |
| All | -7.2% | +107.7% | -114.9% | -31.5% |
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