+147.3%
IBM vs CPAY
+219.9%
-72.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +9.2% | +17.6% | -8.4% | +3.1% |
| 3M | +4.9% | +8.7% | -3.8% | +1.7% |
| 6M | +16.8% | +39.5% | -22.8% | +4.1% |
| YTD | -14.3% | +53.6% | -67.9% | -26.4% |
| 1Y | -16.7% | +63.3% | -80.0% | -30.1% |
| 3Y | +82.2% | +101.7% | -19.5% | +39.2% |
| 5Y | +149.9% | +91.4% | +58.6% | +88.9% |
| All | +147.3% | +219.9% | -72.6% | +66.5% |
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