+3,339.6%
CDNS vs CPAY
+1,528.2%
+1,811.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.0% |
| 7D | -9.2% | +0.6% | -9.8% | -9.5% |
| 30D | -16.3% | +3.6% | -19.8% | -17.6% |
| 3M | -27.9% | +16.6% | -44.6% | -32.7% |
| 6M | -4.3% | +29.5% | -33.8% | -14.6% |
| YTD | -9.1% | +35.3% | -44.4% | -20.7% |
| 1Y | -21.2% | +30.6% | -51.9% | -30.7% |
| 3Y | +19.4% | +49.7% | -30.4% | -2.5% |
| 5Y | +71.6% | +54.4% | +17.2% | +35.9% |
| 10Y | +1,005.1% | +142.8% | +862.2% | +602.4% |
| All | +3,339.6% | +1,528.2% | +1,811.4% | +975.3% |
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