-99.9%
DFNS vs CPAY
+61.0%
-160.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.5% |
| 7D | -16.0% | +2.1% | -18.1% | -15.7% |
| 30D | -77.7% | +5.5% | -83.2% | -77.5% |
| 3M | -77.2% | +16.6% | -93.8% | -76.6% |
| 6M | -95.2% | +26.7% | -121.8% | -95.0% |
| YTD | -98.0% | +38.4% | -136.3% | -97.8% |
| 1Y | -98.3% | +30.1% | -128.4% | -98.1% |
| 3Y | -99.9% | +52.6% | -152.5% | -99.9% |
| 5Y | -99.9% | +59.0% | -158.8% | -99.9% |
| All | -99.9% | +61.0% | -160.9% | -99.8% |
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