+35.7%
DVA vs CPAY
+29.9%
+5.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +1.8% | +2.1% | -0.2% | +1.7% |
| 30D | -2.5% | +5.5% | -8.0% | -2.9% |
| 3M | -4.3% | +16.6% | -20.8% | -5.6% |
| 6M | +18.9% | +26.7% | -7.8% | +16.3% |
| YTD | +61.9% | +38.4% | +23.6% | +53.2% |
| 1Y | +35.7% | +30.1% | +5.6% | +27.5% |
| All | +35.7% | +29.9% | +5.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling