+70.5%
DOCN vs CPAY
+67.0%
+3.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.4% |
| 7D | -19.2% | +13.5% | -32.7% | -26.5% |
| 30D | -43.1% | +13.1% | -56.2% | -48.3% |
| 3M | -40.7% | +14.3% | -55.0% | -47.0% |
| 6M | -55.0% | +49.0% | -104.0% | -67.7% |
| YTD | +50.6% | +51.3% | -0.6% | +3.1% |
| 1Y | +54.0% | +63.7% | -9.8% | -1.8% |
| 3Y | +203.9% | +95.0% | +108.9% | +59.7% |
| 5Y | -29.4% | +86.0% | -115.3% | -62.3% |
| All | +70.5% | +67.0% | +3.5% | -5.6% |
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