+643.2%
GD vs CPAY
+1,565.5%
-922.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.3% | +2.1% | -7.3% | -5.8% |
| 30D | -6.4% | +5.5% | -12.0% | -8.0% |
| 3M | +5.7% | +16.6% | -10.9% | +0.8% |
| 6M | -0.9% | +26.7% | -27.6% | -8.4% |
| YTD | +8.2% | +38.4% | -30.2% | -3.1% |
| 1Y | +13.4% | +30.1% | -16.7% | +3.0% |
| 3Y | +68.5% | +52.6% | +15.9% | +41.9% |
| 5Y | +97.2% | +59.0% | +38.2% | +59.8% |
| 10Y | +190.2% | +148.4% | +41.8% | +99.1% |
| All | +643.2% | +1,565.5% | -922.2% | +195.8% |
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