+348.2%
ED vs CPAY
+1,748.9%
-1,400.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +10.4% | +17.6% | -7.2% | +8.7% |
| 3M | +12.5% | +8.7% | +3.9% | +11.6% |
| 6M | +14.9% | +39.5% | -24.6% | +11.1% |
| YTD | +24.8% | +53.6% | -28.8% | +18.9% |
| 1Y | +23.8% | +63.3% | -39.4% | +17.1% |
| 3Y | +51.6% | +101.7% | -50.1% | +37.8% |
| 5Y | +86.4% | +91.4% | -5.0% | +68.5% |
| 10Y | +145.4% | +221.7% | -76.2% | +111.6% |
| All | +348.2% | +1,748.9% | -1,400.7% | +221.7% |
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