+330.9%
ADM vs CPAY
+1,565.5%
-1,234.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.8% | +2.1% | +1.7% | +3.1% |
| 30D | +9.8% | +5.5% | +4.2% | +8.0% |
| 3M | +2.1% | +16.6% | -14.4% | -2.7% |
| 6M | +27.5% | +26.7% | +0.8% | +17.7% |
| YTD | +50.2% | +38.4% | +11.8% | +33.6% |
| 1Y | +40.6% | +30.1% | +10.5% | +26.9% |
| 3Y | +17.2% | +52.6% | -35.4% | -2.6% |
| 5Y | +61.9% | +59.0% | +2.9% | +29.5% |
| 10Y | +159.3% | +148.4% | +10.9% | +71.9% |
| All | +330.9% | +1,565.5% | -1,234.5% | +61.1% |
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