+91.3%
CPAY vs DAR
-27.0%
+118.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.1% |
| 7D | +1.6% | +11.6% | -10.0% | -1.2% |
| 30D | +17.6% | -10.2% | +27.9% | +20.4% |
| 3M | +8.7% | -14.8% | +23.5% | +12.4% |
| 6M | +39.5% | -10.1% | +49.6% | +41.7% |
| YTD | +53.6% | +55.5% | -1.9% | +33.2% |
| 1Y | +63.3% | +61.7% | +1.6% | +39.7% |
| 3Y | +101.7% | +37.2% | +64.6% | +72.3% |
| All | +91.3% | -27.0% | +118.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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