+343.6%
AVAV vs CPAY
+1,748.9%
-1,405.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | +4.2% | +1.6% | +2.7% | +3.7% |
| 30D | -2.6% | +17.6% | -20.2% | -8.4% |
| 3M | -38.0% | +8.7% | -46.7% | -40.1% |
| 6M | -27.0% | +39.5% | -66.5% | -35.7% |
| YTD | -51.4% | +53.6% | -105.0% | -59.2% |
| 1Y | -60.2% | +63.3% | -123.5% | -67.5% |
| 3Y | -6.7% | +101.7% | -108.4% | -32.1% |
| 5Y | +28.3% | +91.4% | -63.1% | -6.3% |
| 10Y | +320.5% | +221.7% | +98.8% | +144.2% |
| All | +343.6% | +1,748.9% | -1,405.2% | +45.8% |
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