+99.6%
DE vs CPAY
+55.3%
+44.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.0% |
| 30D | +9.0% | -0.4% | +9.4% | +9.1% |
| 3M | +19.1% | +16.4% | +2.8% | +13.4% |
| 6M | +14.4% | +23.5% | -9.1% | +6.2% |
| YTD | +45.9% | +35.7% | +10.3% | +30.1% |
| 1Y | +43.6% | +30.2% | +13.4% | +29.4% |
| 3Y | +75.9% | +49.7% | +26.2% | +45.7% |
| All | +99.6% | +55.3% | +44.3% | +59.6% |
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