+595.4%
CHD vs CPAY
+1,533.9%
-938.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -4.7% | -2.7% | -2.0% | -4.4% |
| 30D | -8.3% | +0.6% | -8.9% | -8.4% |
| 3M | -4.0% | +17.0% | -21.1% | -6.0% |
| 6M | -6.5% | +24.1% | -30.6% | -9.3% |
| YTD | +13.1% | +35.7% | -22.6% | +8.0% |
| 1Y | +2.3% | +34.0% | -31.7% | -2.2% |
| 3Y | +1.8% | +50.3% | -48.5% | -5.4% |
| 5Y | +20.6% | +56.7% | -36.1% | +9.9% |
| 10Y | +125.6% | +153.9% | -28.3% | +82.0% |
| All | +595.4% | +1,533.9% | -938.5% | +279.8% |
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