+265.0%
CDW vs CPAY
+155.3%
+109.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -7.4% | -2.7% | -4.7% | -6.1% |
| 30D | +5.8% | +0.6% | +5.3% | +5.6% |
| 3M | +10.8% | +17.0% | -6.2% | +2.7% |
| 6M | +21.5% | +24.1% | -2.6% | +8.6% |
| YTD | +6.4% | +35.7% | -29.4% | -9.6% |
| 1Y | -14.8% | +34.0% | -48.8% | -27.7% |
| 3Y | -29.9% | +50.3% | -80.1% | -45.1% |
| 5Y | -22.9% | +56.7% | -79.5% | -42.5% |
| All | +265.0% | +155.3% | +109.7% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling