+174.5%
CIEN vs CPAY
+29.9%
+144.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.0% |
| 7D | -15.2% | +2.1% | -17.3% | -14.9% |
| 30D | -21.5% | +5.5% | -27.0% | -20.7% |
| 3M | -40.1% | +16.6% | -56.6% | -38.3% |
| 6M | -6.6% | +26.7% | -33.2% | -3.2% |
| YTD | +37.3% | +38.4% | -1.1% | +42.1% |
| 1Y | +174.5% | +30.1% | +144.4% | +183.3% |
| All | +174.5% | +29.9% | +144.6% | +183.3% |
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