-48.1%
DOCS vs CPAY
+67.7%
-115.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | -0.8% | +13.5% | -14.3% | -4.3% |
| 30D | +17.4% | +13.1% | +4.3% | +13.4% |
| 3M | +57.4% | +14.3% | +43.1% | +51.8% |
| 6M | +26.5% | +49.0% | -22.5% | +15.1% |
| YTD | -26.6% | +51.3% | -77.8% | -33.3% |
| 1Y | -48.1% | +63.7% | -111.8% | -55.3% |
| All | -48.1% | +67.7% | -115.7% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling