+448.1%
GME vs CPAY
+1,524.4%
-1,076.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +4.8% | -2.5% | +7.3% | +5.7% |
| 30D | +5.9% | +1.3% | +4.6% | +5.3% |
| 3M | -10.7% | +13.5% | -24.2% | -14.6% |
| 6M | -19.8% | +24.7% | -44.5% | -26.0% |
| YTD | -0.9% | +34.9% | -35.9% | -11.7% |
| 1Y | -15.7% | +29.7% | -45.4% | -24.3% |
| 3Y | +12.3% | +49.4% | -37.1% | -5.8% |
| 5Y | -60.1% | +53.5% | -113.5% | -67.1% |
| 10Y | +265.3% | +152.5% | +112.8% | +140.2% |
| All | +448.1% | +1,524.4% | -1,076.3% | +109.8% |
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