+50.3%
DOC vs CPAY
+1,574.4%
-1,524.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +2.2% |
| 7D | +8.7% | +5.7% | +3.0% | +6.8% |
| 30D | +7.6% | +4.2% | +3.4% | +6.2% |
| 3M | -5.3% | +5.6% | -10.8% | -7.0% |
| 6M | +27.6% | +34.7% | -7.1% | +15.1% |
| YTD | +32.4% | +39.1% | -6.7% | +16.7% |
| 1Y | +22.9% | +60.3% | -37.4% | +3.0% |
| 3Y | +43.1% | +76.9% | -33.8% | +12.6% |
| 5Y | -21.4% | +73.2% | -94.5% | -38.8% |
| 10Y | +16.8% | +179.0% | -162.1% | -21.3% |
| All | +50.3% | +1,574.4% | -1,524.1% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling