-71.7%
DOCU vs CPB
-31.3%
-40.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -5.5% | +8.0% | -13.5% | -5.8% |
| 30D | +12.6% | +22.4% | -9.7% | +12.0% |
| 3M | +36.4% | +2.5% | +33.9% | +36.0% |
| 6M | +66.8% | +12.2% | +54.6% | +67.0% |
| YTD | +13.5% | -12.8% | +26.3% | +11.4% |
| 1Y | +11.3% | -19.2% | +30.5% | +8.5% |
| 3Y | +92.1% | -35.6% | +127.6% | +83.3% |
| All | -71.7% | -31.3% | -40.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling