+143.8%
IBM vs CPAY
+155.2%
-11.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.6% | -2.0% | +5.5% | +4.3% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | -10.8% | +16.4% | -27.2% | -15.3% |
| 6M | -0.8% | +23.5% | -24.3% | -7.8% |
| YTD | -16.2% | +35.7% | -51.8% | -24.7% |
| 1Y | -2.9% | +30.2% | -33.0% | -11.9% |
| 3Y | +79.8% | +49.7% | +30.1% | +52.7% |
| 5Y | +124.9% | +56.6% | +68.3% | +83.2% |
| All | +143.8% | +155.2% | -11.4% | +73.7% |
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