+1,500.5%
CIEN vs CPAY
+155.2%
+1,345.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +8.9% | -2.0% | +10.8% | +9.6% |
| 30D | -19.1% | -0.4% | -18.7% | -19.2% |
| 3M | -21.5% | +16.4% | -37.8% | -26.5% |
| 6M | +2.8% | +23.5% | -20.7% | -7.2% |
| YTD | +49.5% | +35.7% | +13.8% | +28.0% |
| 1Y | +163.8% | +30.2% | +133.6% | +128.9% |
| 3Y | +615.8% | +49.7% | +566.1% | +483.8% |
| 5Y | +548.4% | +56.6% | +491.8% | +406.6% |
| All | +1,500.5% | +155.2% | +1,345.3% | +880.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling