+98.6%
DOCU vs CG
+172.1%
-73.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.6% | +1.5% |
| 7D | -3.2% | -1.5% | -1.7% | -2.7% |
| 30D | +15.7% | +2.8% | +12.9% | +13.4% |
| 3M | +37.3% | -19.2% | +56.5% | +52.7% |
| 6M | +63.1% | -21.0% | +84.1% | +81.5% |
| YTD | +15.4% | -31.0% | +46.4% | +36.8% |
| 1Y | +11.3% | -21.1% | +32.4% | +22.4% |
| 3Y | +92.1% | +48.8% | +43.3% | +35.9% |
| 5Y | -70.5% | -21.5% | -49.0% | -71.1% |
| All | +98.6% | +172.1% | -73.5% | +27.4% |
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