-68.9%
BBWI vs CPAY
+53.2%
-122.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -8.0% | -2.7% | -5.3% | -6.6% |
| 30D | -6.6% | +0.6% | -7.2% | -7.1% |
| 3M | -2.7% | +17.0% | -19.8% | -11.5% |
| 6M | -12.8% | +24.1% | -36.9% | -24.1% |
| YTD | -10.5% | +35.7% | -46.2% | -27.2% |
| 1Y | -35.3% | +34.0% | -69.4% | -47.5% |
| 3Y | -47.7% | +50.3% | -98.0% | -61.5% |
| 5Y | -68.9% | +56.7% | -125.5% | -78.7% |
| All | -68.9% | +53.2% | -122.0% | -78.7% |
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