+45.6%
ADM vs CPAY
+34.0%
+11.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +3.0% | -2.7% | +5.7% | +3.0% |
| 30D | +8.7% | +0.6% | +8.1% | +8.7% |
| 3M | +7.6% | +17.0% | -9.4% | +7.8% |
| 6M | +26.9% | +24.1% | +2.7% | +27.0% |
| YTD | +54.3% | +35.7% | +18.6% | +53.7% |
| All | +45.6% | +34.0% | +11.6% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling