-37.3%
DOCS vs CPAY
+79.3%
-116.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | +10.4% | -14.5% | -9.0% |
| 30D | +8.6% | +16.2% | -7.5% | +0.6% |
| 3M | +27.2% | +13.7% | +13.5% | +19.1% |
| 6M | +26.5% | +35.2% | -8.7% | +8.5% |
| YTD | -25.0% | +53.5% | -78.5% | -41.3% |
| 1Y | -37.0% | +58.9% | -95.9% | -51.8% |
| 3Y | +39.4% | +99.8% | -60.4% | -11.9% |
| 5Y | -56.7% | +93.3% | -149.9% | -73.3% |
| All | -37.3% | +79.3% | -116.7% | -62.0% |
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 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