+20.5%
DOCU vs CG
-25.8%
+46.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.4% |
| 7D | +4.1% | +0.2% | +3.9% | +3.8% |
| 30D | +7.4% | +11.2% | -3.8% | +3.1% |
| 3M | +26.0% | -22.1% | +48.1% | +37.0% |
| 6M | +79.2% | -17.9% | +97.1% | +92.0% |
| YTD | +18.1% | -31.3% | +49.4% | +35.2% |
| 1Y | +20.5% | -24.0% | +44.5% | +31.1% |
| All | +20.5% | -25.8% | +46.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling