+175.9%
BHP vs CPAY
+1,524.4%
-1,348.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | -2.5% | +3.4% | +1.9% |
| 30D | +4.0% | +1.3% | +2.7% | +3.3% |
| 3M | +11.3% | +13.5% | -2.2% | +5.0% |
| 6M | +29.3% | +24.7% | +4.6% | +16.6% |
| YTD | +59.2% | +34.9% | +24.3% | +36.6% |
| 1Y | +80.8% | +29.7% | +51.2% | +56.8% |
| 3Y | +88.0% | +49.4% | +38.6% | +47.2% |
| 5Y | +126.6% | +53.5% | +73.2% | +70.4% |
| 10Y | +515.7% | +152.5% | +363.3% | +248.5% |
| All | +175.9% | +1,524.4% | -1,348.5% | -32.1% |
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