+507.7%
DTE vs CPAY
+1,533.9%
-1,026.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | -2.4% | +0.6% | -3.0% | -2.6% |
| 3M | -7.3% | +17.0% | -24.3% | -10.4% |
| 6M | -7.6% | +24.1% | -31.8% | -12.2% |
| YTD | +5.8% | +35.7% | -29.9% | -2.0% |
| 1Y | +2.3% | +34.0% | -31.7% | -5.3% |
| 3Y | +45.0% | +50.3% | -5.2% | +28.2% |
| 5Y | +33.2% | +56.7% | -23.4% | +14.3% |
| 10Y | +141.4% | +153.9% | -12.5% | +89.4% |
| All | +507.7% | +1,533.9% | -1,026.2% | +245.0% |
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 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