+42.6%
DTE vs CPAY
+49.1%
-6.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.4% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | -8.3% | +16.4% | -24.7% | -9.7% |
| 6M | -8.1% | +23.5% | -31.6% | -10.1% |
| YTD | +4.4% | +35.7% | -31.2% | +0.3% |
| 1Y | +0.2% | +30.2% | -30.0% | -3.2% |
| 3Y | +42.6% | +49.7% | -7.1% | +27.0% |
| All | +42.6% | +49.1% | -6.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling