-99.9%
DFNS vs CPAY
+53.2%
-153.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.7% |
| 7D | -3.3% | -2.7% | -0.7% | -3.9% |
| 30D | -73.1% | +0.6% | -73.7% | -73.1% |
| 3M | -71.4% | +17.0% | -88.4% | -70.3% |
| 6M | -93.8% | +24.1% | -118.0% | -93.6% |
| YTD | -98.0% | +35.7% | -133.8% | -97.8% |
| 1Y | -98.2% | +34.0% | -132.2% | -98.0% |
| 3Y | -99.9% | +50.3% | -150.1% | -99.9% |
| 5Y | -99.9% | +56.7% | -156.5% | -99.9% |
| All | -99.9% | +53.2% | -153.0% | -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 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