+219.9%
CTVA vs CPAY
+51.0%
+168.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.8% | -2.5% | -3.3% | -4.9% |
| 30D | +11.1% | +1.3% | +9.8% | +10.5% |
| 3M | +13.2% | +13.5% | -0.3% | +7.6% |
| 6M | +8.7% | +24.7% | -16.0% | -1.3% |
| YTD | +27.3% | +34.9% | -7.7% | +10.3% |
| 1Y | +18.0% | +29.7% | -11.7% | +3.4% |
| 3Y | +76.5% | +49.4% | +27.1% | +40.3% |
| 5Y | +105.1% | +53.5% | +51.6% | +56.1% |
| All | +219.9% | +51.0% | +168.9% | +133.0% |
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