-10.3%
DOCU vs CRL
+78.8%
-89.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.0% |
| 7D | +6.9% | -1.0% | +7.9% | +7.1% |
| 30D | +19.0% | +10.7% | +8.3% | +16.4% |
| 3M | +34.3% | +55.3% | -21.0% | +21.3% |
| 6M | +48.0% | +60.7% | -12.6% | +32.4% |
| YTD | 0.0% | +44.6% | -44.6% | -8.2% |
| 1Y | -10.3% | +77.7% | -88.0% | -14.8% |
| All | -10.3% | +78.8% | -89.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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