+503.6%
IBKR vs CPAY
+55.3%
+448.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.3% | -2.0% | +0.6% | -0.5% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | +3.0% | +16.4% | -13.4% | -4.2% |
| 6M | +33.9% | +23.5% | +10.3% | +20.5% |
| YTD | +42.5% | +35.7% | +6.9% | +21.7% |
| 1Y | +44.9% | +30.2% | +14.7% | +25.4% |
| 3Y | +293.0% | +49.7% | +243.3% | +215.1% |
| All | +503.6% | +55.3% | +448.3% | +376.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling