-76.5%
DOCU vs CG
+10.1%
-86.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.7% |
| 7D | +6.9% | -4.3% | +11.2% | +9.8% |
| 30D | +19.0% | -5.1% | +24.1% | +22.9% |
| 3M | +34.3% | +8.7% | +25.6% | +25.8% |
| 6M | +48.0% | -9.2% | +57.2% | +54.1% |
| YTD | 0.0% | -18.9% | +18.9% | +11.5% |
| 1Y | -10.3% | -25.6% | +15.4% | +5.4% |
| 3Y | +32.4% | +57.3% | -24.9% | -23.9% |
| All | -76.5% | +10.1% | -86.6% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling