+315.4%
BMY vs CPAY
+1,524.4%
-1,209.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | -2.5% | -2.3% | -4.3% |
| 30D | -0.7% | +1.3% | -2.0% | -0.9% |
| 3M | +15.3% | +13.5% | +1.8% | +12.4% |
| 6M | +8.5% | +24.7% | -16.2% | +3.4% |
| YTD | +23.4% | +34.9% | -11.5% | +15.3% |
| 1Y | +42.9% | +29.7% | +13.2% | +34.2% |
| 3Y | +22.0% | +49.4% | -27.4% | +9.6% |
| 5Y | +24.3% | +53.5% | -29.1% | +9.3% |
| 10Y | +64.6% | +152.5% | -87.9% | +26.1% |
| All | +315.4% | +1,524.4% | -1,209.0% | +135.4% |
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