+9.5%
DVN vs CPAY
+49.1%
-39.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.5% | -2.0% | +6.5% | +5.1% |
| 30D | +12.0% | -0.4% | +12.3% | +11.9% |
| 3M | +13.4% | +16.4% | -3.0% | +8.2% |
| 6M | +12.1% | +23.5% | -11.4% | +4.3% |
| YTD | +38.8% | +35.7% | +3.2% | +22.9% |
| 1Y | +46.0% | +30.2% | +15.9% | +31.3% |
| 3Y | +9.5% | +49.7% | -40.2% | -7.0% |
| All | +9.5% | +49.1% | -39.6% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling