+105.1%
CTVA vs CPAY
+55.3%
+49.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -2.0% | -2.5% | -4.0% |
| 30D | +11.3% | -0.4% | +11.7% | +11.4% |
| 3M | +12.3% | +16.4% | -4.0% | +7.7% |
| 6M | +7.2% | +23.5% | -16.3% | +0.4% |
| YTD | +26.0% | +35.7% | -9.6% | +13.7% |
| 1Y | +16.0% | +30.2% | -14.1% | +5.7% |
| 3Y | +73.9% | +49.7% | +24.2% | +47.6% |
| All | +105.1% | +55.3% | +49.8% | +62.7% |
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