+109.0%
CTVA vs DOCU
-78.0%
+187.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.1% |
| 7D | +4.9% | +6.9% | -1.9% | +4.4% |
| 30D | +11.9% | +19.0% | -7.1% | +10.4% |
| 3M | +13.7% | +34.3% | -20.6% | +11.0% |
| 6M | +13.1% | +48.0% | -34.9% | +9.4% |
| YTD | +32.0% | 0.0% | +31.9% | +31.4% |
| 1Y | +22.1% | -10.3% | +32.3% | +22.4% |
| 3Y | +77.5% | +32.4% | +45.1% | +69.6% |
| All | +109.0% | -78.0% | +187.0% | +116.8% |
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