+110.9%
DT vs CPAY
+43.3%
+67.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.0% |
| 7D | -4.9% | +0.6% | -5.4% | -5.2% |
| 30D | +2.7% | +3.6% | -0.9% | +0.7% |
| 3M | +20.0% | +16.6% | +3.3% | +10.3% |
| 6M | +28.0% | +29.5% | -1.4% | +10.6% |
| YTD | +16.0% | +35.3% | -19.2% | -3.6% |
| 1Y | +0.7% | +30.6% | -29.9% | -15.4% |
| 3Y | +6.2% | +49.7% | -43.6% | -20.5% |
| 5Y | -28.1% | +54.4% | -82.6% | -48.2% |
| All | +110.9% | +43.3% | +67.5% | +45.7% |
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