+298.2%
ED vs CPAY
+1,524.4%
-1,226.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | +1.9% | +1.3% | +0.6% | +1.8% |
| 3M | +1.9% | +13.5% | -11.6% | +0.5% |
| 6M | -2.3% | +24.7% | -27.0% | -4.6% |
| YTD | +10.9% | +34.9% | -24.1% | +7.0% |
| 1Y | +14.5% | +29.7% | -15.2% | +10.8% |
| 3Y | +33.4% | +49.4% | -16.0% | +25.3% |
| 5Y | +67.3% | +53.5% | +13.8% | +54.6% |
| 10Y | +110.7% | +152.5% | -41.8% | +85.0% |
| All | +298.2% | +1,524.4% | -1,226.2% | +189.5% |
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