-10.3%
DOCU vs CPAY
+29.9%
-40.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +6.9% | +2.1% | +4.8% | +6.0% |
| 30D | +19.0% | +5.5% | +13.5% | +16.6% |
| 3M | +34.3% | +16.6% | +17.7% | +27.0% |
| 6M | +48.0% | +26.7% | +21.3% | +36.7% |
| YTD | 0.0% | +38.4% | -38.3% | -8.5% |
| 1Y | -10.3% | +30.1% | -40.4% | -7.7% |
| All | -10.3% | +29.9% | -40.2% | -7.7% |
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