+481.0%
APD vs CPAY
+1,748.9%
-1,267.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +3.8% | +1.6% | +2.3% | +3.3% |
| 30D | +8.2% | +17.6% | -9.4% | +2.4% |
| 3M | +4.3% | +8.7% | -4.4% | +1.2% |
| 6M | +4.7% | +39.5% | -34.8% | -6.9% |
| YTD | +31.5% | +53.6% | -22.1% | +11.1% |
| 1Y | +23.5% | +63.3% | -39.7% | +2.1% |
| 3Y | +29.1% | +101.7% | -72.6% | -3.2% |
| 5Y | +15.9% | +91.4% | -75.5% | -13.6% |
| 10Y | +191.9% | +221.7% | -29.7% | +77.0% |
| All | +481.0% | +1,748.9% | -1,267.9% | +95.0% |
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 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