+40.0%
GLW vs CPAY
+62.3%
-22.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.0% |
| 7D | +7.7% | +1.6% | +6.2% | +8.1% |
| 30D | -18.8% | +17.6% | -36.4% | -15.7% |
| 3M | -27.7% | +8.7% | -36.4% | -25.7% |
| 6M | -44.4% | +39.5% | -84.0% | -41.8% |
| YTD | +31.3% | +53.6% | -22.3% | +34.9% |
| 1Y | +40.0% | +63.3% | -23.2% | +42.3% |
| All | +40.0% | +62.3% | -22.2% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling