+14.5%
DOC vs CPAY
+199.6%
-185.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | +6.5% | +13.5% | -7.1% | +1.7% |
| 30D | +9.2% | +13.1% | -3.9% | +4.4% |
| 3M | -2.5% | +14.3% | -16.8% | -7.2% |
| 6M | +7.1% | +49.0% | -41.9% | -8.0% |
| YTD | +33.0% | +51.3% | -18.3% | +12.0% |
| 1Y | +23.3% | +63.7% | -40.5% | +0.5% |
| 3Y | +44.9% | +95.0% | -50.1% | +5.8% |
| 5Y | -21.6% | +86.0% | -107.6% | -43.1% |
| All | +14.5% | +199.6% | -185.1% | -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