+3,191.0%
AAPL vs CPAY
+1,524.4%
+1,666.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -3.0% | -2.5% | -0.5% | -2.1% |
| 30D | +2.3% | +1.3% | +1.0% | +1.8% |
| 3M | +8.6% | +13.5% | -4.9% | +3.9% |
| 6M | +21.6% | +24.7% | -3.2% | +11.9% |
| YTD | +16.3% | +34.9% | -18.6% | +3.3% |
| 1Y | +35.1% | +29.7% | +5.4% | +21.0% |
| 3Y | +79.4% | +49.4% | +30.0% | +49.8% |
| 5Y | +109.8% | +53.5% | +56.4% | +70.3% |
| 10Y | +1,237.1% | +152.5% | +1,084.6% | +808.7% |
| All | +3,191.0% | +1,524.4% | +1,666.7% | +1,407.1% |
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