+569.3%
DOV vs CPAY
+1,528.2%
-958.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | +2.5% | +0.6% | +2.0% | +2.2% |
| 30D | -7.5% | +3.6% | -11.1% | -9.0% |
| 3M | -9.7% | +16.6% | -26.3% | -15.9% |
| 6M | -6.1% | +29.5% | -35.6% | -17.3% |
| YTD | +0.5% | +35.3% | -34.8% | -14.2% |
| 1Y | +10.5% | +30.6% | -20.1% | -4.8% |
| 3Y | +41.7% | +49.7% | -8.0% | +12.9% |
| 5Y | +18.4% | +54.4% | -36.0% | -9.1% |
| 10Y | +289.8% | +142.8% | +146.9% | +137.6% |
| All | +569.3% | +1,528.2% | -958.9% | +93.5% |
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