+108.4%
CSCO vs CPAY
+48.3%
+60.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | 0.0% | -2.5% | +2.4% | +0.6% |
| 30D | -10.7% | +1.3% | -12.0% | -11.2% |
| 3M | -8.7% | +13.5% | -22.2% | -12.2% |
| 6M | +44.9% | +24.7% | +20.2% | +35.1% |
| YTD | +44.1% | +34.9% | +9.2% | +31.0% |
| 1Y | +65.9% | +29.7% | +36.2% | +52.4% |
| All | +108.4% | +48.3% | +60.1% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling