-11.3%
ABT vs CPAY
+55.3%
-66.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.9% | -2.0% | -3.9% | -5.5% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | +14.5% | +16.4% | -1.8% | +11.1% |
| 6M | -6.3% | +23.5% | -29.8% | -10.4% |
| YTD | -17.1% | +35.7% | -52.8% | -22.9% |
| 1Y | -21.4% | +30.2% | -51.5% | -26.3% |
| 3Y | +5.9% | +49.7% | -43.8% | -7.5% |
| All | -11.3% | +55.3% | -66.5% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling