+1,195.1%
IRM vs CPAY
+1,528.2%
-333.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | 0.0% |
| 7D | +1.6% | +0.6% | +1.1% | +1.4% |
| 30D | -4.2% | +3.6% | -7.8% | -5.3% |
| 3M | -5.4% | +16.6% | -22.0% | -10.2% |
| 6M | +12.0% | +29.5% | -17.4% | +2.4% |
| YTD | +42.0% | +35.3% | +6.8% | +27.0% |
| 1Y | +29.9% | +30.6% | -0.8% | +17.0% |
| 3Y | +104.4% | +49.7% | +54.6% | +73.6% |
| 5Y | +191.0% | +54.4% | +136.6% | +140.0% |
| 10Y | +417.1% | +142.8% | +274.3% | +260.6% |
| All | +1,195.1% | +1,528.2% | -333.1% | +442.8% |
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