+8.9%
DOCS vs CPAY
+53.0%
-44.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | -1.4% | +2.1% | -3.5% | -2.2% |
| 30D | +21.8% | +5.5% | +16.3% | +19.1% |
| 3M | +27.3% | +16.6% | +10.7% | +19.5% |
| 6M | -0.3% | +26.7% | -27.0% | -9.6% |
| YTD | -40.5% | +38.4% | -78.9% | -48.6% |
| 1Y | -61.5% | +30.1% | -91.7% | -66.0% |
| All | +8.9% | +53.0% | -44.1% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling