+3.1%
DOCU vs CAI
-6.6%
+9.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -5.5% | -26.5% | +21.0% | -2.3% |
| 30D | +12.6% | -6.9% | +19.5% | +13.0% |
| 3M | +36.4% | +26.1% | +10.2% | +31.2% |
| 6M | +66.8% | +31.9% | +34.9% | +58.8% |
| YTD | +13.5% | -6.5% | +20.0% | +12.0% |
| 1Y | +11.3% | +2.5% | +8.8% | +8.3% |
| All | +3.1% | -6.6% | +9.7% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling