+147.1%
AMAT vs CPAY
+86.4%
+60.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.8% | +11.1% |
| 7D | -1.1% | +11.9% | -13.0% | -6.4% |
| 30D | -26.9% | +15.1% | -42.0% | -31.9% |
| 3M | -31.2% | +16.5% | -47.7% | -36.7% |
| 6M | -14.7% | +33.1% | -47.8% | -27.8% |
| YTD | +44.7% | +52.2% | -7.5% | +11.4% |
| 1Y | +62.0% | +65.6% | -3.7% | +18.2% |
| 3Y | +165.0% | +100.2% | +64.8% | +59.5% |
| 5Y | +147.1% | +87.6% | +59.5% | +47.2% |
| All | +147.1% | +86.4% | +60.7% | +47.2% |
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 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