+67.3%
DVN vs CPAY
+155.2%
-87.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -2.0% | +6.5% | +5.6% |
| 30D | +12.0% | -0.4% | +12.3% | +11.9% |
| 3M | +13.4% | +16.4% | -3.0% | +3.1% |
| 6M | +12.1% | +23.5% | -11.4% | -3.4% |
| YTD | +38.8% | +35.7% | +3.2% | +10.5% |
| 1Y | +46.0% | +30.2% | +15.9% | +18.2% |
| 3Y | +9.5% | +49.7% | -40.2% | -22.8% |
| 5Y | +125.3% | +56.6% | +68.7% | +49.2% |
| All | +67.3% | +155.2% | -87.9% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling