+4,284.4%
AMAT vs CPAY
+1,565.5%
+2,718.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | -1.5% | +2.1% | -3.6% | -2.5% |
| 30D | -14.8% | +5.5% | -20.3% | -17.2% |
| 3M | -9.3% | +16.6% | -25.8% | -16.9% |
| 6M | +27.4% | +26.7% | +0.7% | +10.9% |
| YTD | +77.6% | +38.4% | +39.2% | +46.3% |
| 1Y | +188.9% | +30.1% | +158.8% | +143.2% |
| 3Y | +202.3% | +52.6% | +149.7% | +129.3% |
| 5Y | +248.9% | +59.0% | +189.9% | +155.6% |
| 10Y | +1,585.2% | +148.4% | +1,436.8% | +897.2% |
| All | +4,284.4% | +1,565.5% | +2,718.9% | +1,167.8% |
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