+4.8%
CHD vs CPAY
+29.9%
-25.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.7% | +2.1% | -4.8% | -2.9% |
| 30D | -4.6% | +5.5% | -10.2% | -5.1% |
| 3M | +5.0% | +16.6% | -11.5% | +3.5% |
| 6M | -3.2% | +26.7% | -29.9% | -5.1% |
| YTD | +18.6% | +38.4% | -19.7% | +13.9% |
| 1Y | +4.8% | +30.1% | -25.3% | +3.6% |
| All | +4.8% | +29.9% | -25.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling