+585.2%
CIEN vs CPAY
+49.2%
+536.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +5.4% | -2.7% | +8.1% | +6.1% |
| 30D | -13.7% | +0.6% | -14.2% | -13.9% |
| 3M | -23.0% | +17.0% | -40.1% | -27.2% |
| 6M | -0.8% | +24.1% | -25.0% | -9.2% |
| YTD | +43.1% | +35.7% | +7.3% | +23.2% |
| 1Y | +157.6% | +34.0% | +123.6% | +122.5% |
| All | +585.2% | +49.2% | +536.0% | +457.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling