+201.0%
IAU vs CPAY
+1,533.9%
-1,332.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -3.4% |
| 30D | -1.1% | +0.6% | -1.7% | -1.1% |
| 3M | +5.8% | +17.0% | -11.2% | +5.9% |
| 6M | -16.9% | +24.1% | -41.1% | -16.9% |
| YTD | +0.1% | +35.7% | -35.6% | +0.3% |
| 1Y | +18.4% | +34.0% | -15.6% | +18.7% |
| 3Y | +123.6% | +50.3% | +73.3% | +124.1% |
| 5Y | +138.7% | +56.7% | +82.1% | +138.9% |
| 10Y | +217.2% | +153.9% | +63.3% | +221.9% |
| All | +201.0% | +1,533.9% | -1,332.9% | +201.0% |
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