+54.3%
JD vs CPAY
+241.4%
-187.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -1.7% | +2.1% | -3.8% | -2.5% |
| 30D | -13.2% | +5.5% | -18.7% | -15.2% |
| 3M | -3.2% | +16.6% | -19.8% | -9.3% |
| 6M | +15.2% | +26.7% | -11.4% | +3.4% |
| YTD | +2.0% | +38.4% | -36.4% | -12.7% |
| 1Y | -5.4% | +30.1% | -35.5% | -17.3% |
| 3Y | -9.1% | +52.6% | -61.7% | -28.3% |
| 5Y | -59.6% | +59.0% | -118.6% | -69.2% |
| 10Y | +26.2% | +148.4% | -122.1% | -25.8% |
| All | +54.3% | +241.4% | -187.1% | -29.1% |
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