+7.1%
DVN vs CPAY
+1,533.9%
-1,526.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.5% | -2.7% | +5.2% | +4.0% |
| 30D | +10.2% | +0.6% | +9.6% | +9.5% |
| 3M | +8.1% | +17.0% | -8.9% | -2.0% |
| 6M | +15.9% | +24.1% | -8.2% | -0.4% |
| YTD | +38.2% | +35.7% | +2.5% | +10.4% |
| 1Y | +44.5% | +34.0% | +10.5% | +15.2% |
| 3Y | +5.1% | +50.3% | -45.1% | -25.0% |
| 5Y | +124.3% | +56.7% | +67.7% | +51.5% |
| 10Y | +65.9% | +153.9% | -88.0% | -12.5% |
| All | +7.1% | +1,533.9% | -1,526.8% | -73.6% |
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