+72.6%
ILMN vs CPAY
+62.3%
+10.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.9% | +1.6% | -4.4% | -3.0% |
| 30D | -23.8% | +17.6% | -41.4% | -25.2% |
| 3M | +7.5% | +8.7% | -1.2% | +6.8% |
| 6M | +42.8% | +39.5% | +3.2% | +35.9% |
| YTD | +57.8% | +53.6% | +4.2% | +43.3% |
| 1Y | +72.6% | +63.3% | +9.3% | +54.0% |
| All | +72.6% | +62.3% | +10.3% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling