+379.9%
CSCO vs CPAY
+155.2%
+224.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -2.0% | +4.6% | +3.3% |
| 30D | -9.5% | -0.4% | -9.1% | -9.6% |
| 3M | -7.6% | +16.4% | -24.0% | -12.5% |
| 6M | +44.9% | +23.5% | +21.4% | +33.9% |
| YTD | +47.7% | +35.7% | +12.0% | +31.7% |
| 1Y | +69.1% | +30.2% | +38.9% | +52.1% |
| 3Y | +113.5% | +49.7% | +63.8% | +79.4% |
| 5Y | +122.8% | +56.6% | +66.2% | +79.7% |
| All | +379.9% | +155.2% | +224.8% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling