+226.9%
DD vs CPAY
+1,528.2%
-1,301.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -7.4% | +3.6% | -11.0% | -9.0% |
| 3M | -6.4% | +16.6% | -23.1% | -13.0% |
| 6M | -2.5% | +29.5% | -31.9% | -14.2% |
| YTD | +10.2% | +35.3% | -25.0% | -6.1% |
| 1Y | +36.9% | +30.6% | +6.3% | +17.9% |
| 3Y | +47.0% | +49.7% | -2.7% | +16.3% |
| 5Y | +63.1% | +54.4% | +8.7% | +24.4% |
| 10Y | +68.2% | +142.8% | -74.6% | +1.0% |
| All | +226.9% | +1,528.2% | -1,301.3% | -17.9% |
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