-16.2%
CDNS vs CPAY
+29.9%
-46.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -14.0% | +2.1% | -16.1% | -14.6% |
| 30D | -13.2% | +5.5% | -18.7% | -14.7% |
| 3M | -28.9% | +16.6% | -45.5% | -32.6% |
| 6M | -4.2% | +26.7% | -30.8% | -12.0% |
| YTD | -6.4% | +38.4% | -44.7% | -15.4% |
| 1Y | -16.2% | +30.1% | -46.4% | -18.9% |
| All | -16.2% | +29.9% | -46.1% | -18.9% |
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