+163.9%
GLD vs CPAY
+1,748.9%
-1,585.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -4.6% | +1.6% | -6.1% | -4.6% |
| 30D | -5.5% | +17.6% | -23.1% | -5.4% |
| 3M | -10.9% | +8.7% | -19.6% | -10.9% |
| 6M | -17.4% | +39.5% | -57.0% | -17.3% |
| YTD | -10.3% | +53.6% | -63.9% | -10.1% |
| 1Y | -7.2% | +63.3% | -70.4% | -6.9% |
| 3Y | +96.9% | +101.7% | -4.8% | +97.8% |
| 5Y | +103.8% | +91.4% | +12.4% | +104.3% |
| 10Y | +203.5% | +221.7% | -18.1% | +209.1% |
| All | +163.9% | +1,748.9% | -1,585.0% | +163.5% |
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