+98.2%
DG vs CPAY
+155.2%
-57.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -6.5% | -2.0% | -4.5% | -6.2% |
| 30D | +4.2% | -0.4% | +4.5% | +4.2% |
| 3M | +9.5% | +16.4% | -6.8% | +7.3% |
| 6M | -13.1% | +23.5% | -36.7% | -15.6% |
| YTD | -4.8% | +35.7% | -40.5% | -9.0% |
| 1Y | +20.6% | +30.2% | -9.6% | +15.9% |
| 3Y | +4.9% | +49.7% | -44.8% | -3.9% |
| 5Y | -37.9% | +56.6% | -94.4% | -44.4% |
| All | +98.2% | +155.2% | -57.0% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling