+79.7%
CTVA vs DOCU
-71.0%
+150.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +2.2% | -5.5% | +7.8% | +2.6% |
| 30D | -17.6% | +12.6% | -30.3% | -18.4% |
| 3M | +3.4% | +36.4% | -33.0% | +0.9% |
| 6M | -2.6% | +66.8% | -69.4% | -6.6% |
| YTD | +19.1% | +13.5% | +5.7% | +17.4% |
| 1Y | +26.8% | +11.3% | +15.5% | +25.1% |
| 3Y | +63.9% | +92.1% | -28.2% | +52.3% |
| All | +79.7% | -71.0% | +150.8% | +79.4% |
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