+193.4%
AMAT vs CPAY
+28.8%
+164.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.0% |
| 7D | +7.0% | +0.6% | +6.4% | +7.0% |
| 30D | -12.2% | +3.6% | -15.8% | -12.4% |
| 3M | -3.8% | +16.6% | -20.5% | -5.0% |
| 6M | +45.9% | +29.5% | +16.5% | +40.5% |
| YTD | +84.6% | +35.3% | +49.4% | +77.6% |
| 1Y | +193.4% | +30.6% | +162.7% | +198.1% |
| All | +193.4% | +28.8% | +164.6% | +198.1% |
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