+25.6%
DOC vs CPAY
+43.8%
-18.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -1.1% |
| 7D | +6.2% | +12.3% | -6.1% | +4.6% |
| 30D | +6.5% | +9.9% | -3.4% | +5.1% |
| 3M | -6.2% | +13.3% | -19.5% | -7.6% |
| 6M | +25.6% | +47.2% | -21.6% | +22.1% |
| All | +25.6% | +43.8% | -18.2% | +22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling