+1,669.3%
CIEN vs CPAY
+1,528.2%
+141.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +7.2% |
| 7D | -5.3% | +0.6% | -5.8% | -5.6% |
| 30D | -17.2% | +3.6% | -20.8% | -18.6% |
| 3M | -26.9% | +16.6% | -43.5% | -32.2% |
| 6M | +16.0% | +29.5% | -13.5% | +1.6% |
| YTD | +45.9% | +35.3% | +10.7% | +23.2% |
| 1Y | +186.8% | +30.6% | +156.2% | +144.5% |
| 3Y | +607.8% | +49.7% | +558.0% | +463.8% |
| 5Y | +506.7% | +54.4% | +452.3% | +364.8% |
| 10Y | +1,438.7% | +142.8% | +1,295.9% | +781.3% |
| All | +1,669.3% | +1,528.2% | +141.1% | +294.6% |
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 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