+13.7%
DOC vs CPAY
+194.3%
-180.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -2.6% |
| 7D | +6.2% | +12.3% | -6.1% | +1.9% |
| 30D | +6.5% | +9.9% | -3.4% | +2.9% |
| 3M | -6.2% | +13.3% | -19.5% | -10.5% |
| 6M | +25.6% | +47.2% | -21.6% | +8.4% |
| YTD | +32.1% | +48.5% | -16.5% | +11.9% |
| 1Y | +20.3% | +70.8% | -50.5% | -3.7% |
| 3Y | +42.7% | +88.9% | -46.1% | +5.4% |
| 5Y | -22.2% | +82.6% | -104.8% | -43.1% |
| All | +13.7% | +194.3% | -180.6% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling