+30.6%
HD vs CPAY
+98.3%
-67.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | +18.5% | +14.3% | +4.2% | +14.7% |
| 3M | +2.2% | +11.3% | -9.2% | -0.6% |
| 6M | +13.8% | +34.8% | -20.9% | +5.8% |
| YTD | +3.4% | +51.5% | -48.1% | -7.8% |
| 1Y | -3.5% | +59.0% | -62.5% | -15.2% |
| All | +30.6% | +98.3% | -67.7% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling