+471.3%
IWD vs CPAY
+1,565.5%
-1,094.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.3% | +2.1% | -2.4% | -1.0% |
| 30D | +0.6% | +5.5% | -5.0% | -1.3% |
| 3M | +7.2% | +16.6% | -9.3% | +1.6% |
| 6M | +16.2% | +26.7% | -10.5% | +6.4% |
| YTD | +23.3% | +38.4% | -15.0% | +8.6% |
| 1Y | +29.6% | +30.1% | -0.6% | +16.0% |
| 3Y | +70.5% | +52.6% | +17.9% | +41.1% |
| 5Y | +73.5% | +59.0% | +14.5% | +38.3% |
| 10Y | +198.3% | +148.4% | +49.9% | +100.0% |
| All | +471.3% | +1,565.5% | -1,094.1% | +116.6% |
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