+202.0%
GLD vs CPAY
+1,565.5%
-1,363.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.5% |
| 30D | +4.4% | +5.5% | -1.1% | +4.4% |
| 3M | -1.1% | +16.6% | -17.7% | -1.0% |
| 6M | -13.8% | +26.7% | -40.4% | -13.7% |
| YTD | +2.6% | +38.4% | -35.7% | +2.9% |
| 1Y | +24.5% | +30.1% | -5.6% | +24.8% |
| 3Y | +125.8% | +52.6% | +73.3% | +126.5% |
| 5Y | +137.8% | +59.0% | +78.8% | +138.0% |
| 10Y | +221.4% | +148.4% | +73.0% | +225.8% |
| All | +202.0% | +1,565.5% | -1,363.5% | +201.4% |
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