+1,707.5%
AMAT vs CPAY
+144.7%
+1,562.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +6.9% | -2.5% | +9.4% | +8.2% |
| 30D | -10.1% | +1.3% | -11.4% | -11.0% |
| 3M | -6.0% | +13.5% | -19.5% | -13.5% |
| 6M | +38.6% | +24.7% | +13.9% | +19.9% |
| YTD | +83.1% | +34.9% | +48.1% | +49.9% |
| 1Y | +188.3% | +29.7% | +158.7% | +138.9% |
| 3Y | +225.3% | +49.4% | +176.0% | +141.1% |
| 5Y | +262.0% | +53.5% | +208.5% | +158.6% |
| 10Y | +1,707.5% | +152.5% | +1,555.0% | +916.2% |
| All | +1,707.5% | +144.7% | +1,562.8% | +916.2% |
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