+792.4%
BLK vs CPAY
+1,532.9%
-740.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -2.0% | -1.3% | -2.4% |
| 30D | -6.5% | -0.4% | -6.2% | -6.5% |
| 3M | +6.7% | +16.4% | -9.6% | -0.8% |
| 6M | +14.7% | +23.5% | -8.8% | +2.9% |
| YTD | +2.5% | +35.7% | -33.1% | -13.0% |
| 1Y | -2.8% | +30.2% | -32.9% | -16.3% |
| 3Y | +65.9% | +49.7% | +16.1% | +29.9% |
| 5Y | +33.0% | +56.6% | -23.6% | -0.2% |
| 10Y | +281.2% | +153.8% | +127.4% | +117.4% |
| All | +792.4% | +1,532.9% | -740.4% | +115.2% |
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