+442.5%
GE vs CPAY
+1,528.2%
-1,085.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.2% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | -9.5% | +3.6% | -13.1% | -10.9% |
| 3M | +4.1% | +16.6% | -12.5% | -2.5% |
| 6M | +3.9% | +29.5% | -25.5% | -7.4% |
| YTD | +9.0% | +35.3% | -26.2% | -5.7% |
| 1Y | +21.9% | +30.6% | -8.7% | +6.1% |
| 3Y | +281.8% | +49.7% | +232.1% | +206.6% |
| 5Y | +436.7% | +54.4% | +382.3% | +317.3% |
| 10Y | +151.5% | +142.8% | +8.7% | +67.3% |
| All | +442.5% | +1,528.2% | -1,085.7% | +97.5% |
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