+704.9%
BNY vs CPAY
+1,532.9%
-828.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -2.0% | +0.6% | -0.5% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | +14.9% | +16.4% | -1.4% | +7.5% |
| 6M | +40.0% | +23.5% | +16.5% | +26.7% |
| YTD | +42.0% | +35.7% | +6.3% | +22.6% |
| 1Y | +56.9% | +30.2% | +26.7% | +37.0% |
| 3Y | +289.9% | +49.7% | +240.1% | +211.4% |
| 5Y | +259.2% | +56.6% | +202.6% | +175.1% |
| 10Y | +413.3% | +153.8% | +259.5% | +208.3% |
| All | +704.9% | +1,532.9% | -828.0% | +125.4% |
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