+1,019.6%
DE vs CPAY
+1,533.9%
-514.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | +9.7% | +0.6% | +9.1% | +9.5% |
| 3M | +21.4% | +17.0% | +4.3% | +14.5% |
| 6M | +15.0% | +24.1% | -9.1% | +5.5% |
| YTD | +46.4% | +35.7% | +10.7% | +29.0% |
| 1Y | +45.6% | +34.0% | +11.6% | +28.2% |
| 3Y | +76.8% | +50.3% | +26.5% | +45.3% |
| 5Y | +99.4% | +56.7% | +42.8% | +57.9% |
| 10Y | +864.6% | +153.9% | +710.6% | +535.6% |
| All | +1,019.6% | +1,533.9% | -514.3% | +296.3% |
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