+179.6%
HPQ vs CPAY
+1,524.4%
-1,344.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +2.2% | -2.5% | +4.7% | +3.3% |
| 30D | +9.7% | +1.3% | +8.4% | +9.3% |
| 3M | +32.7% | +13.5% | +19.2% | +25.7% |
| 6M | +77.7% | +24.7% | +53.0% | +61.3% |
| YTD | +51.0% | +34.9% | +16.0% | +31.1% |
| 1Y | +18.4% | +29.7% | -11.3% | +4.1% |
| 3Y | +25.6% | +49.4% | -23.8% | +2.3% |
| 5Y | +38.6% | +53.5% | -14.8% | +9.8% |
| 10Y | +226.1% | +152.5% | +73.7% | +108.6% |
| All | +179.6% | +1,524.4% | -1,344.8% | +0.5% |
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 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