-10.0%
BDX vs CPAY
+49.1%
-59.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.2% | -2.0% | -1.2% | -2.7% |
| 30D | -2.5% | -0.4% | -2.2% | -2.5% |
| 3M | +21.4% | +16.4% | +5.1% | +17.1% |
| 6M | +10.4% | +23.5% | -13.1% | +4.7% |
| YTD | +18.8% | +35.7% | -16.8% | +9.0% |
| 1Y | +21.7% | +30.2% | -8.5% | +12.7% |
| 3Y | -10.0% | +49.7% | -59.7% | -20.8% |
| All | -10.0% | +49.1% | -59.0% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling