-98.3%
DFNS vs CPAY
+33.9%
-132.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -6.3% | -2.0% | -4.4% | -4.6% |
| 30D | -74.0% | -0.4% | -73.6% | -73.9% |
| 3M | -70.1% | +16.4% | -86.5% | -71.5% |
| 6M | -93.9% | +23.5% | -117.4% | -94.4% |
| YTD | -98.1% | +35.7% | -133.7% | -98.1% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.2% |
| All | -98.3% | +33.9% | -132.2% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling