-69.4%
DOCU vs CNI
+8.1%
-77.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | +4.1% | +2.5% | +1.5% | +2.5% |
| 30D | +7.4% | +6.1% | +1.2% | +3.4% |
| 3M | +26.0% | +0.1% | +25.9% | +25.5% |
| 6M | +79.2% | +14.9% | +64.3% | +63.4% |
| YTD | +18.1% | +30.9% | -12.8% | -3.9% |
| 1Y | +20.5% | +33.9% | -13.4% | -3.7% |
| 3Y | +96.4% | +20.2% | +76.2% | +62.4% |
| All | -69.4% | +8.1% | -77.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling