+442.2%
BAC vs CPAY
+1,748.9%
-1,306.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.3% |
| 7D | +3.2% | +1.6% | +1.7% | +2.5% |
| 30D | -0.7% | +17.6% | -18.3% | -8.7% |
| 3M | -20.0% | +8.7% | -28.7% | -23.6% |
| 6M | +3.4% | +39.5% | -36.1% | -13.4% |
| YTD | -5.7% | +53.6% | -59.3% | -26.8% |
| 1Y | -1.4% | +63.3% | -64.7% | -26.0% |
| 3Y | +97.9% | +101.7% | -3.8% | +28.6% |
| 5Y | +22.9% | +91.4% | -68.5% | -20.2% |
| 10Y | +235.3% | +221.7% | +13.7% | +63.6% |
| All | +442.2% | +1,748.9% | -1,306.7% | +4.6% |
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