-61.8%
JD vs CPAY
+53.2%
-114.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -1.6% |
| 30D | -15.4% | +0.6% | -15.9% | -15.7% |
| 3M | -5.0% | +17.0% | -22.1% | -11.2% |
| 6M | +0.9% | +24.1% | -23.2% | -8.8% |
| YTD | -2.5% | +35.7% | -38.2% | -16.4% |
| 1Y | -16.0% | +34.0% | -50.0% | -27.9% |
| 3Y | -8.5% | +50.3% | -58.8% | -30.6% |
| 5Y | -61.8% | +56.7% | -118.4% | -72.4% |
| All | -61.8% | +53.2% | -114.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling