-15.2%
RDW vs CPAY
+71.2%
-86.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +6.8% | -26.6% | -21.2% |
| 7D | -32.4% | +12.3% | -44.7% | -34.8% |
| 30D | -41.7% | +9.9% | -51.6% | -43.4% |
| 3M | -42.3% | +13.3% | -55.6% | -44.7% |
| 6M | -28.8% | +47.2% | -76.0% | -39.4% |
| YTD | -18.6% | +48.5% | -67.1% | -23.7% |
| 1Y | -15.2% | +70.8% | -86.0% | -6.4% |
| All | -15.2% | +71.2% | -86.4% | -6.4% |
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 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