+11.3%
DOCU vs CRL
+101.2%
-89.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -3.2% |
| 7D | -5.5% | -6.1% | +0.5% | -4.4% |
| 30D | +12.6% | +12.4% | +0.2% | +9.2% |
| 3M | +36.4% | +27.1% | +9.3% | +27.8% |
| 6M | +66.8% | +85.7% | -18.9% | +39.6% |
| YTD | +13.5% | +69.2% | -55.7% | +0.1% |
| 1Y | +11.3% | +97.5% | -86.2% | -9.1% |
| All | +11.3% | +101.2% | -89.9% | -9.1% |
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