+426.9%
IJR vs CPAY
+1,532.9%
-1,106.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +0.2% | +16.4% | -16.1% | -6.3% |
| 6M | +14.7% | +23.5% | -8.8% | +3.8% |
| YTD | +18.9% | +35.7% | -16.8% | +2.3% |
| 1Y | +19.9% | +30.2% | -10.2% | +4.5% |
| 3Y | +53.0% | +49.7% | +3.3% | +23.1% |
| 5Y | +40.9% | +56.6% | -15.7% | +8.8% |
| 10Y | +171.1% | +153.8% | +17.3% | +68.5% |
| All | +426.9% | +1,532.9% | -1,106.0% | +59.7% |
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 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