+2,168.5%
GOOG vs CPAY
+1,533.9%
+634.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.6% |
| 30D | -3.6% | +0.6% | -4.2% | -3.9% |
| 3M | -6.4% | +17.0% | -23.5% | -11.6% |
| 6M | +7.8% | +24.1% | -16.3% | -0.9% |
| YTD | +5.5% | +35.7% | -30.2% | -7.0% |
| 1Y | +38.3% | +34.0% | +4.3% | +21.7% |
| 3Y | +143.1% | +50.3% | +92.8% | +100.0% |
| 5Y | +135.0% | +56.7% | +78.4% | +87.0% |
| 10Y | +778.1% | +153.9% | +624.1% | +483.6% |
| All | +2,168.5% | +1,533.9% | +634.6% | +841.4% |
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