-69.4%
DOCU vs CPAY
+89.5%
-158.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.2% |
| 7D | +4.1% | +1.6% | +2.5% | +2.9% |
| 30D | +7.4% | +17.6% | -10.3% | -5.0% |
| 3M | +26.0% | +8.7% | +17.3% | +18.0% |
| 6M | +79.2% | +39.5% | +39.6% | +40.1% |
| YTD | +18.1% | +53.6% | -35.5% | -16.8% |
| 1Y | +20.5% | +63.3% | -42.7% | -19.8% |
| 3Y | +96.4% | +101.7% | -5.3% | -5.3% |
| All | -69.4% | +89.5% | -158.9% | -84.7% |
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 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