+165.5%
EQT vs CPAY
+1,533.9%
-1,368.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.2% |
| 30D | +1.1% | +0.6% | +0.5% | +0.8% |
| 3M | +4.8% | +17.0% | -12.2% | -1.3% |
| 6M | -10.6% | +24.1% | -34.7% | -18.3% |
| YTD | +3.4% | +35.7% | -32.3% | -9.6% |
| 1Y | +8.7% | +34.0% | -25.3% | -5.1% |
| 3Y | +35.0% | +50.3% | -15.3% | +9.7% |
| 5Y | +204.2% | +56.7% | +147.6% | +139.5% |
| 10Y | +52.5% | +153.9% | -101.5% | -8.5% |
| All | +165.5% | +1,533.9% | -1,368.4% | -17.7% |
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 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