-54.2%
DOCS vs CPAY
+86.4%
-140.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -3.0% |
| 7D | -0.8% | +13.5% | -14.3% | -7.5% |
| 30D | +17.4% | +13.1% | +4.3% | +9.6% |
| 3M | +57.4% | +14.3% | +43.1% | +45.8% |
| 6M | +26.5% | +49.0% | -22.5% | +1.3% |
| YTD | -26.6% | +51.3% | -77.8% | -43.2% |
| 1Y | -48.1% | +63.7% | -111.8% | -61.9% |
| 3Y | +52.6% | +95.0% | -42.4% | -7.6% |
| All | -54.2% | +86.4% | -140.7% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling