+17.1%
CDNS vs CPAY
+49.2%
-32.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -6.5% | -2.7% | -3.9% | -5.5% |
| 30D | -13.0% | +0.6% | -13.6% | -13.3% |
| 3M | -26.0% | +17.0% | -43.1% | -30.9% |
| 6M | -2.8% | +24.1% | -27.0% | -11.7% |
| YTD | -8.8% | +35.7% | -44.6% | -20.4% |
| 1Y | -15.8% | +34.0% | -49.8% | -26.4% |
| All | +17.1% | +49.2% | -32.0% | +3.5% |
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