-99.9%
DFNS vs CPAY
+49.1%
-149.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.6% |
| 7D | -6.3% | -2.0% | -4.4% | -7.0% |
| 30D | -74.0% | -0.4% | -73.6% | -74.0% |
| 3M | -70.1% | +16.4% | -86.5% | -68.4% |
| 6M | -93.9% | +23.5% | -117.4% | -93.5% |
| YTD | -98.1% | +35.7% | -133.7% | -97.8% |
| 1Y | -98.3% | +30.2% | -128.5% | -98.1% |
| 3Y | -99.9% | +49.7% | -149.6% | -99.9% |
| All | -99.9% | +49.1% | -149.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling