+114.1%
DT vs CPAY
+43.7%
+70.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +26.5% | +16.4% | +10.2% | +16.6% |
| 6M | +35.9% | +23.5% | +12.4% | +20.5% |
| YTD | +17.8% | +35.7% | -17.8% | -2.3% |
| 1Y | +4.1% | +30.2% | -26.1% | -12.4% |
| 3Y | +5.3% | +49.7% | -44.4% | -21.1% |
| 5Y | -27.2% | +56.6% | -83.7% | -47.9% |
| All | +114.1% | +43.7% | +70.4% | +47.8% |
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