+45.7%
DVA vs CPAY
+55.3%
-9.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -2.0% | +0.6% | -0.9% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | -10.9% | +16.4% | -27.3% | -14.4% |
| 6M | +17.3% | +23.5% | -6.2% | +10.6% |
| YTD | +59.8% | +35.7% | +24.1% | +45.0% |
| 1Y | +36.3% | +30.2% | +6.1% | +24.8% |
| 3Y | +88.6% | +49.7% | +38.9% | +60.5% |
| All | +45.7% | +55.3% | -9.6% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling