+263.5%
BDX vs CPAY
+1,533.9%
-1,270.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.4% | -2.7% | -2.7% | -4.8% |
| 30D | -2.2% | +0.6% | -2.7% | -2.3% |
| 3M | +20.1% | +17.0% | +3.0% | +15.8% |
| 6M | +9.1% | +24.1% | -15.1% | +3.3% |
| YTD | +17.9% | +35.7% | -17.9% | +8.7% |
| 1Y | +22.1% | +34.0% | -11.9% | +12.7% |
| 3Y | -10.5% | +50.3% | -60.8% | -20.6% |
| 5Y | -2.6% | +56.7% | -59.3% | -16.1% |
| 10Y | +57.5% | +153.9% | -96.5% | +17.0% |
| All | +263.5% | +1,533.9% | -1,270.4% | +81.0% |
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