+36.6%
CTVA vs DOCU
-69.6%
+106.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.6% |
| 7D | -20.8% | +4.1% | -24.8% | -21.0% |
| 30D | -29.6% | +7.4% | -37.0% | -30.0% |
| 3M | -16.9% | +26.0% | -42.9% | -18.4% |
| 6M | -24.3% | +79.2% | -103.4% | -27.7% |
| YTD | -5.6% | +18.1% | -23.7% | -7.2% |
| 1Y | -4.2% | +20.5% | -24.7% | -6.0% |
| 3Y | +43.3% | +96.4% | -53.1% | +33.0% |
| All | +36.6% | -69.6% | +106.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling