+6.7%
APD vs CPAY
+29.9%
-23.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | +2.1% | -4.3% | -2.5% |
| 30D | +2.1% | +5.5% | -3.4% | +1.4% |
| 3M | +7.2% | +16.6% | -9.4% | +5.1% |
| 6M | +11.2% | +26.7% | -15.4% | +7.8% |
| YTD | +24.4% | +38.4% | -14.0% | +14.9% |
| 1Y | +6.7% | +30.1% | -23.5% | -1.6% |
| All | +6.7% | +29.9% | -23.3% | -1.6% |
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 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