-11.6%
AMCR vs CPAY
+55.3%
-66.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -2.0% | -4.3% | -5.7% |
| 30D | -7.8% | -0.4% | -7.4% | -7.7% |
| 3M | +7.5% | +16.4% | -8.8% | +2.7% |
| 6M | +2.7% | +23.5% | -20.8% | -4.0% |
| YTD | +6.0% | +35.7% | -29.6% | -4.5% |
| 1Y | +7.8% | +30.2% | -22.4% | -1.9% |
| 3Y | +5.8% | +49.7% | -43.9% | -11.3% |
| All | -11.6% | +55.3% | -66.9% | -32.3% |
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