-16.5%
ABT vs CPAY
+29.9%
-46.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.7% | +2.1% | -5.8% | -3.9% |
| 30D | +2.5% | +5.5% | -3.1% | +2.0% |
| 3M | +20.2% | +16.6% | +3.6% | +18.9% |
| 6M | -2.9% | +26.7% | -29.6% | -4.1% |
| YTD | -11.9% | +38.4% | -50.3% | -14.3% |
| 1Y | -16.5% | +30.1% | -46.7% | -15.6% |
| All | -16.5% | +29.9% | -46.5% | -15.6% |
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 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