+3,492.0%
AMAT vs CPAY
+1,738.6%
+1,753.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -2.5% | +13.1% | -15.5% | -8.4% |
| 30D | -26.5% | +15.5% | -42.0% | -31.9% |
| 3M | -28.6% | +14.7% | -43.2% | -33.9% |
| 6M | -14.2% | +33.6% | -47.9% | -27.5% |
| YTD | +45.5% | +52.7% | -7.3% | +13.2% |
| 1Y | +59.3% | +63.5% | -4.2% | +19.5% |
| 3Y | +153.1% | +98.8% | +54.3% | +66.8% |
| 5Y | +158.2% | +88.6% | +69.6% | +73.3% |
| 10Y | +1,370.8% | +213.8% | +1,157.0% | +683.5% |
| All | +3,492.0% | +1,738.6% | +1,753.4% | +881.0% |
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