+648.0%
INTC vs CPAY
+1,524.4%
-876.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +18.0% | -2.5% | +20.5% | +19.0% |
| 30D | +8.9% | +1.3% | +7.6% | +8.2% |
| 3M | -1.6% | +13.5% | -15.0% | -7.3% |
| 6M | +133.1% | +24.7% | +108.4% | +110.6% |
| YTD | +187.9% | +34.9% | +153.0% | +149.8% |
| 1Y | +334.7% | +29.7% | +305.0% | +280.6% |
| 3Y | +184.2% | +49.4% | +134.8% | +134.6% |
| 5Y | +116.0% | +53.5% | +62.5% | +73.2% |
| 10Y | +270.0% | +152.5% | +117.5% | +148.5% |
| All | +648.0% | +1,524.4% | -876.4% | +206.6% |
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