-12.1%
DOW vs CPAY
+69.5%
-81.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.4% | -2.0% | +0.6% | -0.4% |
| 30D | -3.9% | -0.4% | -3.6% | -3.9% |
| 3M | -12.7% | +16.4% | -29.0% | -19.9% |
| 6M | -13.7% | +23.5% | -37.2% | -24.9% |
| YTD | +28.4% | +35.7% | -7.3% | +3.5% |
| 1Y | +21.8% | +30.2% | -8.4% | +0.3% |
| 3Y | -35.7% | +49.7% | -85.4% | -52.6% |
| 5Y | -36.8% | +56.6% | -93.4% | -56.3% |
| All | -12.1% | +69.5% | -81.5% | -39.7% |
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