+412.7%
DVA vs CPAY
+1,533.9%
-1,121.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | +1.7% | +0.6% | +1.1% | +1.5% |
| 3M | -8.7% | +17.0% | -25.7% | -12.6% |
| 6M | +19.7% | +24.1% | -4.5% | +12.0% |
| YTD | +59.6% | +35.7% | +23.9% | +44.2% |
| 1Y | +37.1% | +34.0% | +3.1% | +24.0% |
| 3Y | +89.8% | +50.3% | +39.5% | +62.6% |
| 5Y | +47.4% | +56.7% | -9.3% | +22.3% |
| 10Y | +184.9% | +153.9% | +30.9% | +102.4% |
| All | +412.7% | +1,533.9% | -1,121.2% | +130.6% |
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