+388.7%
DG vs CPAY
+1,528.2%
-1,139.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -2.5% | +0.6% | -3.0% | -2.5% |
| 30D | +1.0% | +3.6% | -2.6% | +0.5% |
| 3M | +20.3% | +16.6% | +3.7% | +17.6% |
| 6M | -11.7% | +29.5% | -41.2% | -15.2% |
| YTD | -2.3% | +35.3% | -37.6% | -7.1% |
| 1Y | +20.0% | +30.6% | -10.6% | +14.6% |
| 3Y | +7.2% | +49.7% | -42.5% | -2.4% |
| 5Y | -37.9% | +54.4% | -92.4% | -44.7% |
| 10Y | +107.3% | +142.8% | -35.5% | +63.4% |
| All | +388.7% | +1,528.2% | -1,139.5% | +188.0% |
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