-37.0%
DOCS vs CPAY
+63.6%
-100.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.2% | +10.4% | -14.5% | -6.7% |
| 30D | +8.6% | +16.2% | -7.5% | +4.2% |
| 3M | +27.2% | +13.7% | +13.5% | +23.0% |
| 6M | +26.5% | +35.2% | -8.7% | +16.7% |
| YTD | -25.0% | +53.5% | -78.5% | -31.6% |
| 1Y | -37.0% | +58.9% | -95.9% | -43.3% |
| All | -37.0% | +63.6% | -100.6% | -43.3% |
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