+91.5%
CSCO vs CPAY
+89.5%
+2.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.6% |
| 7D | +1.9% | +1.6% | +0.4% | +1.5% |
| 30D | -15.8% | +17.6% | -33.4% | -19.8% |
| 3M | -15.4% | +8.7% | -24.1% | -17.6% |
| 6M | -5.4% | +39.5% | -44.9% | -15.0% |
| YTD | +26.5% | +53.6% | -27.1% | +9.4% |
| 1Y | +25.9% | +63.3% | -37.4% | +6.6% |
| 3Y | +97.5% | +101.7% | -4.2% | +51.5% |
| All | +91.5% | +89.5% | +2.0% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling