-20.4%
DOCU vs CPAY
+28.8%
-49.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +8.0% | +3.6% | +4.4% | +6.7% |
| 3M | +41.0% | +16.6% | +24.4% | +33.3% |
| 6M | +33.7% | +29.5% | +4.2% | +22.6% |
| YTD | -4.9% | +35.3% | -40.1% | -12.6% |
| 1Y | -20.4% | +30.6% | -51.0% | -17.8% |
| All | -20.4% | +28.8% | -49.1% | -17.8% |
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 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