+50.0%
CVS vs DOCU
+111.8%
-61.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.2% | -12.7% | -12.5% |
| 7D | -11.1% | -3.7% | -7.4% | -11.0% |
| 30D | -7.4% | +15.0% | -22.4% | -7.8% |
| 3M | -22.9% | +39.9% | -62.8% | -23.6% |
| 6M | -1.2% | +66.2% | -67.3% | -2.7% |
| YTD | +3.9% | +17.7% | -13.8% | +3.3% |
| 1Y | +5.6% | +13.7% | -8.1% | +5.1% |
| 3Y | +27.5% | +95.9% | -68.5% | +22.7% |
| 5Y | 0.0% | -71.7% | +71.7% | +2.1% |
| All | +50.0% | +111.8% | -61.9% | +34.5% |
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