+95.3%
DOCU vs CG
+170.3%
-75.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -5.5% | -1.2% | -4.4% | -5.1% |
| 30D | +12.6% | +5.0% | +7.6% | +9.2% |
| 3M | +36.4% | -18.2% | +54.6% | +50.7% |
| 6M | +66.8% | -20.7% | +87.5% | +85.2% |
| YTD | +13.5% | -31.4% | +44.9% | +35.0% |
| 1Y | +11.3% | -22.3% | +33.6% | +23.4% |
| 3Y | +92.1% | +50.2% | +41.9% | +35.1% |
| 5Y | -71.0% | -22.1% | -48.9% | -71.5% |
| All | +95.3% | +170.3% | -75.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling