+197.1%
ABT vs CPAY
+155.2%
+42.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -2.0% | -3.9% | -5.4% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | +14.5% | +16.4% | -1.8% | +10.1% |
| 6M | -6.3% | +23.5% | -29.8% | -11.7% |
| YTD | -17.1% | +35.7% | -52.8% | -24.5% |
| 1Y | -21.4% | +30.2% | -51.5% | -27.8% |
| 3Y | +5.9% | +49.7% | -43.8% | -9.4% |
| 5Y | -12.8% | +56.6% | -69.3% | -28.2% |
| All | +197.1% | +155.2% | +42.0% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling