+30.9%
DOCU vs CNI
+16.3%
+14.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +6.9% | -2.1% | +9.0% | +7.5% |
| 30D | +19.0% | -3.3% | +22.3% | +20.1% |
| 3M | +34.3% | +3.8% | +30.5% | +33.0% |
| 6M | +48.0% | +12.7% | +35.3% | +42.7% |
| YTD | 0.0% | +26.3% | -26.3% | -7.9% |
| 1Y | -10.3% | +29.9% | -40.2% | -18.5% |
| All | +30.9% | +16.3% | +14.6% | +16.1% |
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