+985.1%
CDW vs CPAY
+439.7%
+545.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.2% |
| 7D | +9.3% | +1.6% | +7.8% | +8.6% |
| 30D | +14.4% | +17.6% | -3.3% | +6.3% |
| 3M | +21.4% | +8.7% | +12.7% | +16.7% |
| 6M | +72.8% | +39.5% | +33.3% | +48.8% |
| YTD | +28.0% | +53.6% | -25.6% | +3.9% |
| 1Y | +19.3% | +63.3% | -43.9% | -5.8% |
| 3Y | -15.3% | +101.7% | -117.0% | -40.7% |
| 5Y | -3.8% | +91.4% | -95.2% | -32.6% |
| 10Y | +318.5% | +221.7% | +96.9% | +141.8% |
| All | +985.1% | +439.7% | +545.4% | +508.7% |
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 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