+94.9%
DOCU vs CRL
+100.7%
-5.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.4% |
| 7D | -0.4% | +5.0% | -5.5% | -1.7% |
| 30D | +12.9% | +13.5% | -0.6% | +9.0% |
| 3M | +35.1% | +21.5% | +13.5% | +27.7% |
| 6M | +76.2% | +103.4% | -27.2% | +44.2% |
| YTD | +17.2% | +71.8% | -54.6% | -0.1% |
| 1Y | +16.4% | +97.5% | -81.1% | -4.3% |
| All | +94.9% | +100.7% | -5.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling