+308.5%
CSCO vs CPAY
+219.9%
+88.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.7% |
| 7D | +1.9% | +1.6% | +0.4% | +1.4% |
| 30D | -15.8% | +17.6% | -33.4% | -20.3% |
| 3M | -15.4% | +8.7% | -24.1% | -18.0% |
| 6M | -5.4% | +39.5% | -44.9% | -15.9% |
| YTD | +26.5% | +53.6% | -27.1% | +7.9% |
| 1Y | +25.9% | +63.3% | -37.4% | +5.0% |
| 3Y | +97.5% | +101.7% | -4.2% | +49.4% |
| 5Y | +93.0% | +91.4% | +1.6% | +45.2% |
| All | +308.5% | +219.9% | +88.6% | +169.6% |
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