+1,516.4%
NDAQ vs CPAY
+1,565.5%
-49.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | +2.5% | +5.5% | -3.1% | +0.6% |
| 3M | +9.9% | +16.6% | -6.6% | +4.4% |
| 6M | +9.4% | +26.7% | -17.2% | +0.5% |
| YTD | +0.4% | +38.4% | -37.9% | -11.1% |
| 1Y | +4.0% | +30.1% | -26.1% | -6.3% |
| 3Y | +94.4% | +52.6% | +41.8% | +62.9% |
| 5Y | +56.7% | +59.0% | -2.2% | +26.8% |
| 10Y | +375.3% | +148.4% | +226.9% | +218.4% |
| All | +1,516.4% | +1,565.5% | -49.0% | +408.6% |
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