+15.0%
DOCU vs CRBG
+111.5%
-96.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.0% |
| 7D | +0.7% | +4.9% | -4.2% | -1.3% |
| 30D | +8.0% | +0.2% | +7.8% | +7.8% |
| 3M | +41.0% | +25.5% | +15.5% | +27.5% |
| 6M | +33.7% | +35.7% | -2.0% | +15.9% |
| YTD | -4.9% | +14.0% | -18.9% | -11.1% |
| 1Y | -20.4% | +3.9% | -24.3% | -22.7% |
| 3Y | +29.6% | +118.8% | -89.2% | -15.8% |
| All | +15.0% | +111.5% | -96.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling