+268.9%
AMAT vs CPAY
+56.4%
+212.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.0% |
| 7D | +7.0% | +0.6% | +6.4% | +6.6% |
| 30D | -12.2% | +3.6% | -15.8% | -14.0% |
| 3M | -3.8% | +16.6% | -20.5% | -12.3% |
| 6M | +45.9% | +29.5% | +16.5% | +24.7% |
| YTD | +84.6% | +35.3% | +49.4% | +51.9% |
| 1Y | +193.4% | +30.6% | +162.7% | +144.1% |
| 3Y | +228.1% | +49.7% | +178.3% | +140.3% |
| 5Y | +268.9% | +54.4% | +214.5% | +145.1% |
| All | +268.9% | +56.4% | +212.6% | +145.1% |
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 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