+134.2%
DTE vs CPAY
+155.2%
-21.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.1% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | -8.3% | +16.4% | -24.7% | -11.8% |
| 6M | -8.1% | +23.5% | -31.6% | -13.3% |
| YTD | +4.4% | +35.7% | -31.2% | -4.6% |
| 1Y | +0.2% | +30.2% | -30.0% | -7.9% |
| 3Y | +42.6% | +49.7% | -7.1% | +22.6% |
| 5Y | +31.5% | +56.6% | -25.1% | +8.7% |
| All | +134.2% | +155.2% | -21.0% | +77.3% |
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