-13.1%
CTSH vs DOCU
+80.0%
-93.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.3% |
| 7D | -2.7% | +6.9% | -9.6% | -3.9% |
| 30D | +12.4% | +19.0% | -6.6% | +8.8% |
| 3M | +17.4% | +34.3% | -16.9% | +11.2% |
| 6M | -3.1% | +48.0% | -51.1% | -9.7% |
| YTD | -23.6% | 0.0% | -23.6% | -24.4% |
| 1Y | -10.8% | -10.3% | -0.6% | -10.6% |
| 3Y | -8.3% | +32.4% | -40.7% | -15.4% |
| 5Y | -11.3% | -77.9% | +66.6% | -3.8% |
| All | -13.1% | +80.0% | -93.1% | -34.3% |
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