-23.6%
CDW vs CPAY
+54.3%
-77.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -4.2% | -2.5% | -1.8% | -3.2% |
| 30D | +4.9% | +1.3% | +3.6% | +4.3% |
| 3M | +7.3% | +13.5% | -6.2% | +1.5% |
| 6M | +19.2% | +24.7% | -5.5% | +7.5% |
| YTD | +6.2% | +34.9% | -28.8% | -8.2% |
| 1Y | -14.0% | +29.7% | -43.7% | -24.7% |
| 3Y | -30.0% | +49.4% | -79.4% | -43.8% |
| 5Y | -23.6% | +53.5% | -77.1% | -43.5% |
| All | -23.6% | +54.3% | -77.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling