-76.5%
DOCU vs CPAY
+59.0%
-135.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.3% |
| 7D | +6.9% | +2.1% | +4.8% | +5.2% |
| 30D | +19.0% | +5.5% | +13.5% | +14.5% |
| 3M | +34.3% | +16.6% | +17.7% | +20.5% |
| 6M | +48.0% | +26.7% | +21.3% | +23.5% |
| YTD | 0.0% | +38.4% | -38.3% | -23.1% |
| 1Y | -10.3% | +30.1% | -40.4% | -28.5% |
| 3Y | +32.4% | +52.6% | -20.2% | -15.1% |
| All | -76.5% | +59.0% | -135.5% | -87.0% |
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