-10.3%
DOCU vs CAI
-31.3%
+21.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +6.9% | -2.2% | +9.1% | +7.2% |
| 30D | +19.0% | +52.4% | -33.4% | +12.9% |
| 3M | +34.3% | +45.1% | -10.8% | +28.0% |
| 6M | +48.0% | +26.2% | +21.8% | +42.8% |
| YTD | 0.0% | -7.1% | +7.1% | -0.5% |
| 1Y | -10.3% | -31.0% | +20.8% | -12.7% |
| All | -10.3% | -31.3% | +21.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling