+116.3%
IBM vs CPAY
+53.2%
+63.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | -1.8% | +0.6% | -2.4% | -2.1% |
| 3M | -13.5% | +17.0% | -30.5% | -17.5% |
| 6M | -5.1% | +24.1% | -29.2% | -11.2% |
| YTD | -19.4% | +35.7% | -55.1% | -26.5% |
| 1Y | -6.5% | +34.0% | -40.5% | -14.8% |
| 3Y | +73.8% | +50.3% | +23.6% | +51.9% |
| 5Y | +116.3% | +56.7% | +59.7% | +80.7% |
| All | +116.3% | +53.2% | +63.1% | +80.7% |
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 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