-5.9%
JD vs CPAY
+62.3%
-68.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.3% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | +4.6% | +17.6% | -13.0% | +2.5% |
| 3M | -4.7% | +8.7% | -13.4% | -5.9% |
| 6M | -17.4% | +39.5% | -56.9% | -20.7% |
| YTD | +0.7% | +53.6% | -52.9% | -4.7% |
| 1Y | -5.9% | +63.3% | -69.1% | -12.0% |
| All | -5.9% | +62.3% | -68.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling