-10.3%
DOCU vs CPB
-32.6%
+22.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.1% | +4.6% |
| 7D | +6.9% | -8.6% | +15.5% | +9.3% |
| 30D | +19.0% | -7.2% | +26.2% | +21.3% |
| 3M | +34.3% | +0.9% | +33.4% | +35.2% |
| 6M | +48.0% | -11.8% | +59.8% | +48.8% |
| YTD | 0.0% | -19.4% | +19.4% | +0.2% |
| 1Y | -10.3% | -30.4% | +20.1% | -11.7% |
| All | -10.3% | -32.6% | +22.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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