+1,222.9%
GLW vs CPAY
+1,524.4%
-301.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +16.9% | -2.5% | +19.4% | +17.9% |
| 30D | +7.0% | +1.3% | +5.7% | +6.1% |
| 3M | -3.0% | +13.5% | -16.5% | -8.8% |
| 6M | +31.0% | +24.7% | +6.3% | +17.3% |
| YTD | +93.4% | +34.9% | +58.5% | +65.9% |
| 1Y | +134.7% | +29.7% | +105.0% | +103.0% |
| 3Y | +471.8% | +49.4% | +422.4% | +354.3% |
| 5Y | +394.5% | +53.5% | +341.0% | +279.4% |
| 10Y | +867.9% | +152.5% | +715.5% | +503.7% |
| All | +1,222.9% | +1,524.4% | -301.5% | +333.8% |
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