+24.9%
BIL vs CPAY
+1,524.4%
-1,499.5%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -2.5% | +2.5% | +0.1% |
| 30D | +0.3% | +1.3% | -1.0% | +0.3% |
| 3M | +0.9% | +13.5% | -12.6% | +0.9% |
| 6M | +1.8% | +24.7% | -22.9% | +1.8% |
| YTD | +2.5% | +34.9% | -32.5% | +2.5% |
| 1Y | +3.7% | +29.7% | -26.0% | +3.7% |
| 3Y | +14.1% | +49.4% | -35.3% | +14.1% |
| 5Y | +19.4% | +53.5% | -34.0% | +19.4% |
| 10Y | +25.2% | +152.5% | -127.2% | +25.2% |
| All | +24.9% | +1,524.4% | -1,499.5% | +24.9% |
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