+543.7%
DECK vs CPAY
+1,688.0%
-1,144.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -4.6% |
| 7D | +6.0% | +12.3% | -6.3% | +0.5% |
| 30D | +7.4% | +9.9% | -2.4% | +2.9% |
| 3M | -11.7% | +13.3% | -24.9% | -16.6% |
| 6M | -11.0% | +47.2% | -58.2% | -25.9% |
| YTD | -15.4% | +48.5% | -63.9% | -31.1% |
| 1Y | +7.2% | +70.8% | -63.6% | -18.4% |
| 3Y | -11.8% | +88.9% | -100.7% | -36.0% |
| 5Y | +24.3% | +82.6% | -58.3% | -9.7% |
| 10Y | +907.5% | +197.9% | +709.6% | +455.5% |
| All | +543.7% | +1,688.0% | -1,144.3% | +42.1% |
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 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