+1,673.7%
COST vs CPAY
+1,533.9%
+139.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | -8.1% | +17.0% | -25.1% | -11.0% |
| 6M | -9.2% | +24.1% | -33.4% | -13.5% |
| YTD | +5.1% | +35.7% | -30.6% | -2.2% |
| 1Y | -5.1% | +34.0% | -39.1% | -11.7% |
| 3Y | +70.4% | +50.3% | +20.1% | +52.1% |
| 5Y | +104.7% | +56.7% | +48.1% | +78.3% |
| 10Y | +608.8% | +153.9% | +454.9% | +448.8% |
| All | +1,673.7% | +1,533.9% | +139.8% | +862.2% |
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