-21.1%
DOC vs CPAY
+86.4%
-107.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | +6.5% | +13.5% | -7.1% | +2.6% |
| 30D | +9.2% | +13.1% | -3.9% | +5.3% |
| 3M | -2.5% | +14.3% | -16.8% | -6.4% |
| 6M | +7.1% | +49.0% | -41.9% | -5.5% |
| YTD | +33.0% | +51.3% | -18.3% | +15.3% |
| 1Y | +23.3% | +63.7% | -40.5% | +3.8% |
| 3Y | +44.9% | +95.0% | -50.1% | +8.4% |
| All | -21.1% | +86.4% | -107.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling