-38.8%
DOCS vs CPAY
+78.5%
-117.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -0.6% | +13.1% | -13.6% | -6.7% |
| 30D | +6.3% | +15.5% | -9.2% | -1.3% |
| 3M | +26.5% | +14.7% | +11.8% | +17.9% |
| 6M | +24.8% | +33.6% | -8.8% | +7.6% |
| YTD | -26.8% | +52.7% | -79.5% | -42.6% |
| 1Y | -38.3% | +63.5% | -101.8% | -53.6% |
| 3Y | +36.0% | +98.8% | -62.8% | -13.8% |
| 5Y | -55.0% | +88.6% | -143.5% | -72.3% |
| All | -38.8% | +78.5% | -117.3% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling