+18.7%
DBX vs CPAY
+101.0%
-82.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -2.9% | +3.6% | -6.5% | -4.2% |
| 3M | +23.8% | +16.6% | +7.2% | +16.4% |
| 6M | +26.2% | +29.5% | -3.3% | +13.7% |
| YTD | +21.6% | +35.3% | -13.6% | +6.5% |
| 1Y | +11.4% | +30.6% | -19.2% | -1.6% |
| 3Y | +21.3% | +49.7% | -28.5% | -1.5% |
| 5Y | +6.7% | +54.4% | -47.8% | -16.5% |
| All | +18.7% | +101.0% | -82.3% | -32.7% |
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 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