+65.7%
CPAY vs VLTO
+27.2%
+38.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +2.1% | -2.3% | +4.4% | +3.1% |
| 30D | +5.5% | -0.9% | +6.4% | +5.9% |
| 3M | +16.6% | +13.8% | +2.8% | +9.7% |
| 6M | +26.7% | +2.0% | +24.7% | +25.2% |
| YTD | +38.4% | -3.2% | +41.6% | +40.2% |
| 1Y | +30.1% | -9.2% | +39.3% | +36.1% |
| All | +65.7% | +27.2% | +38.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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