+454.4%
ADSK vs CPAY
+1,532.9%
-1,078.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.5% | -2.0% | -0.6% | -1.5% |
| 30D | -14.9% | -0.4% | -14.5% | -14.8% |
| 3M | +3.3% | +16.4% | -13.0% | -4.4% |
| 6M | -15.7% | +23.5% | -39.2% | -25.1% |
| YTD | -28.2% | +35.7% | -63.9% | -40.2% |
| 1Y | -34.5% | +30.2% | -64.7% | -44.6% |
| 3Y | -2.9% | +49.7% | -52.6% | -26.8% |
| 5Y | -25.3% | +56.6% | -81.9% | -45.8% |
| 10Y | +217.8% | +153.8% | +64.0% | +69.5% |
| All | +454.4% | +1,532.9% | -1,078.5% | +16.2% |
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