-74.0%
DOCS vs CPAY
+56.4%
-130.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -6.2% |
| 7D | -7.3% | +0.6% | -7.9% | -7.5% |
| 30D | -10.9% | +3.6% | -14.5% | -12.4% |
| 3M | +20.3% | +16.6% | +3.7% | +10.9% |
| 6M | -3.6% | +29.5% | -33.1% | -16.4% |
| YTD | -44.9% | +35.3% | -80.1% | -54.2% |
| 1Y | -64.9% | +30.6% | -95.5% | -70.5% |
| 3Y | +7.6% | +49.7% | -42.1% | -20.8% |
| 5Y | -74.0% | +54.4% | -128.4% | -83.8% |
| All | -74.0% | +56.4% | -130.3% | -83.8% |
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