+992.3%
CDW vs CPAY
+432.4%
+559.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +9.1% | +2.0% | +7.1% | +8.2% |
| 30D | +13.7% | +14.3% | -0.6% | +7.1% |
| 3M | +27.0% | +11.3% | +15.7% | +20.9% |
| 6M | +75.9% | +34.8% | +41.1% | +53.7% |
| YTD | +28.9% | +51.5% | -22.7% | +5.3% |
| 1Y | +19.6% | +59.0% | -39.4% | -4.5% |
| 3Y | -14.6% | +97.2% | -111.8% | -39.6% |
| 5Y | -3.2% | +88.8% | -92.0% | -31.8% |
| 10Y | +321.3% | +217.3% | +104.0% | +144.9% |
| All | +992.3% | +432.4% | +559.8% | +516.4% |
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