+232.7%
GLW vs CPAY
+89.5%
+143.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.6% |
| 7D | +7.7% | +1.6% | +6.2% | +7.3% |
| 30D | -18.8% | +17.6% | -36.4% | -22.5% |
| 3M | -27.7% | +8.7% | -36.4% | -29.7% |
| 6M | -44.4% | +39.5% | -84.0% | -50.5% |
| YTD | +31.3% | +53.6% | -22.3% | +10.9% |
| 1Y | +40.0% | +63.3% | -23.2% | +15.3% |
| 3Y | +339.2% | +101.7% | +237.5% | +217.6% |
| All | +232.7% | +89.5% | +143.2% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling