+72.2%
DOCU vs CPAY
+101.2%
-29.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | +6.9% | +2.1% | +4.8% | +5.7% |
| 30D | +19.0% | +5.5% | +13.5% | +15.8% |
| 3M | +34.3% | +16.6% | +17.7% | +24.7% |
| 6M | +48.0% | +26.7% | +21.3% | +30.8% |
| YTD | 0.0% | +38.4% | -38.3% | -15.9% |
| 1Y | -10.3% | +30.1% | -40.4% | -22.8% |
| 3Y | +32.4% | +52.6% | -20.2% | +3.6% |
| 5Y | -77.9% | +59.0% | -136.9% | -83.4% |
| All | +72.2% | +101.2% | -29.0% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling