+243.8%
HPQ vs CPAY
+155.2%
+88.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -2.0% | +11.7% | +10.7% |
| 30D | +22.4% | -0.4% | +22.7% | +22.7% |
| 3M | +45.2% | +16.4% | +28.8% | +35.6% |
| 6M | +96.4% | +23.5% | +72.9% | +77.9% |
| YTD | +65.4% | +35.7% | +29.7% | +41.9% |
| 1Y | +31.6% | +30.2% | +1.4% | +14.5% |
| 3Y | +37.0% | +49.7% | -12.7% | +9.7% |
| 5Y | +53.0% | +56.6% | -3.6% | +17.4% |
| All | +243.8% | +155.2% | +88.7% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling