-70.5%
DOCU vs CPB
-31.1%
-39.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -3.2% | +11.6% | -14.8% | -3.5% |
| 30D | +15.7% | +23.3% | -7.6% | +14.9% |
| 3M | +37.3% | +1.6% | +35.6% | +36.8% |
| 6M | +63.1% | +13.9% | +49.2% | +63.2% |
| YTD | +15.4% | -11.7% | +27.1% | +13.3% |
| 1Y | +11.3% | -18.2% | +29.5% | +8.4% |
| 3Y | +92.1% | -35.2% | +127.2% | +83.0% |
| 5Y | -70.5% | -30.5% | -40.0% | -66.4% |
| All | -70.5% | -31.1% | -39.4% | -66.4% |
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