+449.4%
APD vs CPAY
+1,565.5%
-1,116.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.2% | +2.1% | -4.3% | -2.9% |
| 30D | +2.1% | +5.5% | -3.4% | +0.2% |
| 3M | +7.2% | +16.6% | -9.4% | +1.6% |
| 6M | +11.2% | +26.7% | -15.4% | +1.6% |
| YTD | +24.4% | +38.4% | -14.0% | +9.0% |
| 1Y | +6.7% | +30.1% | -23.5% | -4.7% |
| 3Y | +9.2% | +52.6% | -43.4% | -9.8% |
| 5Y | +27.4% | +59.0% | -31.6% | +1.1% |
| 10Y | +164.8% | +148.4% | +16.4% | +74.2% |
| All | +449.4% | +1,565.5% | -1,116.1% | +91.3% |
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