+51.6%
BBWI vs CPAY
+1,528.2%
-1,476.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | -6.2% | +3.6% | -9.8% | -8.0% |
| 3M | +4.3% | +16.6% | -12.3% | -3.7% |
| 6M | -7.2% | +29.5% | -36.6% | -19.4% |
| YTD | -3.0% | +35.3% | -38.3% | -18.4% |
| 1Y | -30.8% | +30.6% | -61.4% | -41.2% |
| 3Y | -43.4% | +49.7% | -93.1% | -55.4% |
| 5Y | -66.7% | +54.4% | -121.2% | -74.5% |
| 10Y | -55.7% | +142.8% | -198.5% | -71.5% |
| All | +51.6% | +1,528.2% | -1,476.6% | -47.0% |
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