-70.5%
DOCU vs CRL
-16.7%
-53.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.2% |
| 7D | -3.2% | -16.8% | +13.6% | +4.2% |
| 30D | +15.7% | +2.6% | +13.0% | +13.5% |
| 3M | +37.3% | +20.1% | +17.2% | +24.8% |
| 6M | +63.1% | +68.8% | -5.7% | +25.1% |
| YTD | +15.4% | +56.9% | -41.5% | -9.5% |
| 1Y | +11.3% | +86.7% | -75.3% | -20.0% |
| 3Y | +92.1% | +72.1% | +20.0% | +24.8% |
| 5Y | -70.5% | -16.6% | -53.9% | -65.2% |
| All | -70.5% | -16.7% | -53.8% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling