-56.2%
BBWI vs CPAY
+155.2%
-211.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.5% |
| 7D | -4.8% | -2.0% | -2.9% | -3.7% |
| 30D | +3.5% | -0.4% | +3.8% | +3.6% |
| 3M | -0.3% | +16.4% | -16.7% | -9.2% |
| 6M | -5.4% | +23.5% | -28.9% | -17.7% |
| YTD | -4.7% | +35.7% | -40.4% | -22.6% |
| 1Y | -30.5% | +30.2% | -60.6% | -42.6% |
| 3Y | -44.3% | +49.7% | -94.0% | -58.5% |
| 5Y | -66.9% | +56.6% | -123.4% | -76.5% |
| All | -56.2% | +155.2% | -211.4% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling