-27.4%
DOCN vs CPAY
+90.1%
-117.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +4.2% |
| 7D | +27.4% | +2.0% | +25.4% | +25.7% |
| 30D | -29.7% | +14.3% | -44.0% | -37.0% |
| 3M | -32.5% | +11.3% | -43.8% | -38.8% |
| 6M | -42.2% | +34.8% | -76.9% | -56.0% |
| YTD | +87.2% | +51.5% | +35.6% | +24.4% |
| 1Y | +86.2% | +59.0% | +27.2% | +18.0% |
| 3Y | +257.4% | +97.2% | +160.2% | +70.7% |
| 5Y | -27.4% | +88.8% | -116.2% | -62.5% |
| All | -27.4% | +90.1% | -117.5% | -62.5% |
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