+95.3%
DOCU vs CRL
+222.7%
-127.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -5.2% |
| 7D | -5.5% | -6.1% | +0.5% | -3.4% |
| 30D | +12.6% | +12.4% | +0.2% | +5.7% |
| 3M | +36.4% | +27.1% | +9.3% | +19.9% |
| 6M | +66.8% | +85.7% | -18.9% | +20.2% |
| YTD | +13.5% | +69.2% | -55.7% | -15.6% |
| 1Y | +11.3% | +97.5% | -86.2% | -23.6% |
| 3Y | +92.1% | +86.1% | +6.0% | +20.0% |
| 5Y | -71.0% | -10.0% | -60.9% | -72.4% |
| All | +95.3% | +222.7% | -127.4% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling