-38.7%
DG vs CPAY
+53.2%
-91.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -6.3% | -2.7% | -3.6% | -6.1% |
| 30D | +2.4% | +0.6% | +1.9% | +2.4% |
| 3M | +12.4% | +17.0% | -4.6% | +10.7% |
| 6M | -14.9% | +24.1% | -39.1% | -16.7% |
| YTD | -6.1% | +35.7% | -41.8% | -8.8% |
| 1Y | +17.9% | +34.0% | -16.2% | +14.5% |
| 3Y | +3.1% | +50.3% | -47.1% | -5.1% |
| 5Y | -38.7% | +56.7% | -95.3% | -44.9% |
| All | -38.7% | +53.2% | -91.8% | -44.9% |
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