+96.4%
DOCU vs CNI
+21.4%
+75.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +4.1% | +2.5% | +1.5% | +3.4% |
| 30D | +7.4% | +6.1% | +1.2% | +5.6% |
| 3M | +26.0% | +0.1% | +25.9% | +25.9% |
| 6M | +79.2% | +14.9% | +64.3% | +72.7% |
| YTD | +18.1% | +30.9% | -12.8% | +7.6% |
| 1Y | +20.5% | +33.9% | -13.4% | +8.6% |
| 3Y | +96.4% | +20.2% | +76.2% | +67.4% |
| All | +96.4% | +21.4% | +75.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling