+774.5%
CSCO vs CPAY
+1,528.2%
-753.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -10.1% | +3.6% | -13.7% | -11.3% |
| 3M | -11.7% | +16.6% | -28.4% | -16.3% |
| 6M | +40.1% | +29.5% | +10.6% | +27.9% |
| YTD | +43.8% | +35.3% | +8.5% | +28.9% |
| 1Y | +66.6% | +30.6% | +36.0% | +50.2% |
| 3Y | +108.5% | +49.7% | +58.8% | +76.6% |
| 5Y | +114.0% | +54.4% | +59.5% | +75.4% |
| 10Y | +366.8% | +142.8% | +224.0% | +221.2% |
| All | +774.5% | +1,528.2% | -753.7% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling