+863.2%
CDW vs CPAY
+386.1%
+477.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +3.2% | +2.1% | +1.1% | +2.2% |
| 30D | +9.3% | +5.5% | +3.7% | +6.7% |
| 3M | +9.8% | +16.6% | -6.8% | +2.5% |
| 6M | +23.3% | +26.7% | -3.3% | +9.9% |
| YTD | +13.7% | +38.4% | -24.7% | -3.2% |
| 1Y | -6.5% | +30.1% | -36.6% | -18.7% |
| 3Y | -25.2% | +52.6% | -77.8% | -40.7% |
| 5Y | -19.5% | +59.0% | -78.5% | -38.9% |
| 10Y | +285.8% | +148.4% | +137.4% | +144.2% |
| All | +863.2% | +386.1% | +477.1% | +467.0% |
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