+1,294.4%
ADI vs CPAY
+1,524.4%
-229.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.6% | -2.5% | +5.1% | +3.7% |
| 30D | -4.6% | +1.3% | -5.9% | -5.3% |
| 3M | -9.5% | +13.5% | -23.0% | -15.1% |
| 6M | +14.8% | +24.7% | -9.9% | +2.2% |
| YTD | +35.8% | +34.9% | +0.9% | +15.2% |
| 1Y | +48.9% | +29.7% | +19.2% | +28.0% |
| 3Y | +115.6% | +49.4% | +66.2% | +71.9% |
| 5Y | +135.1% | +53.5% | +81.6% | +81.7% |
| 10Y | +636.4% | +152.5% | +484.0% | +352.5% |
| All | +1,294.4% | +1,524.4% | -229.9% | +343.6% |
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