+341.4%
DUK vs CPAY
+1,533.9%
-1,192.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -1.7% | -2.7% | +1.0% | -1.3% |
| 30D | -2.2% | +0.6% | -2.8% | -2.4% |
| 3M | -3.7% | +17.0% | -20.7% | -5.8% |
| 6M | -6.3% | +24.1% | -30.5% | -9.3% |
| YTD | +4.5% | +35.7% | -31.2% | -0.5% |
| 1Y | +1.8% | +34.0% | -32.2% | -3.1% |
| 3Y | +46.8% | +50.3% | -3.4% | +35.1% |
| 5Y | +40.2% | +56.7% | -16.4% | +26.3% |
| 10Y | +129.8% | +153.9% | -24.1% | +94.1% |
| All | +341.4% | +1,533.9% | -1,192.5% | +207.7% |
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 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