+22.6%
DOC vs CPAY
+29.9%
-7.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -1.5% | +2.1% | -3.6% | -1.7% |
| 30D | -4.8% | +5.5% | -10.3% | -5.2% |
| 3M | +6.9% | +16.6% | -9.7% | +5.3% |
| 6M | +20.7% | +26.7% | -5.9% | +18.2% |
| YTD | +34.1% | +38.4% | -4.2% | +29.7% |
| 1Y | +22.6% | +30.1% | -7.5% | +20.1% |
| All | +22.6% | +29.9% | -7.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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