+537.3%
ABT vs CPAY
+1,524.4%
-987.1%
-39.6%
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 | -4.7% | -2.5% | -2.3% | -4.2% |
| 30D | -3.1% | +1.3% | -4.4% | -3.4% |
| 3M | +16.1% | +13.5% | +2.7% | +12.4% |
| 6M | -5.3% | +24.7% | -30.1% | -11.0% |
| YTD | -14.4% | +34.9% | -49.4% | -21.7% |
| 1Y | -18.4% | +29.7% | -48.1% | -24.8% |
| 3Y | +11.2% | +49.4% | -38.2% | -4.0% |
| 5Y | -9.4% | +53.5% | -62.9% | -24.0% |
| 10Y | +209.7% | +152.5% | +57.3% | +120.0% |
| All | +537.3% | +1,524.4% | -987.1% | +237.4% |
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 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