+539.5%
DIA vs CPAY
+1,528.2%
-988.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -2.1% | +3.6% | -5.7% | -3.2% |
| 3M | +4.2% | +16.6% | -12.5% | -1.1% |
| 6M | +11.9% | +29.5% | -17.6% | +2.1% |
| YTD | +10.8% | +35.3% | -24.4% | -1.2% |
| 1Y | +17.5% | +30.6% | -13.1% | +5.5% |
| 3Y | +59.9% | +49.7% | +10.2% | +34.4% |
| 5Y | +64.1% | +54.4% | +9.7% | +33.5% |
| 10Y | +246.2% | +142.8% | +103.4% | +139.9% |
| All | +539.5% | +1,528.2% | -988.7% | +172.0% |
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