+1,393.8%
CPAY vs RRC
+8.7%
+1,385.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +3.6% | +9.4% | -5.8% | +2.1% |
| 3M | +16.6% | +7.4% | +9.2% | +15.2% |
| 6M | +29.5% | +1.5% | +28.0% | +28.6% |
| YTD | +35.3% | +19.4% | +15.9% | +30.8% |
| 1Y | +30.6% | +24.2% | +6.4% | +25.3% |
| 3Y | +49.7% | +32.8% | +17.0% | +40.7% |
| 5Y | +54.4% | +152.9% | -98.5% | +28.3% |
| 10Y | +142.8% | +3.9% | +139.0% | +106.9% |
| All | +1,393.8% | +8.7% | +1,385.0% | +1,054.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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