+100.0%
IT vs CPAY
+155.2%
-55.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | -3.7% | -2.0% | -1.7% | -2.8% |
| 30D | +0.1% | -0.4% | +0.4% | +0.2% |
| 3M | +20.7% | +16.4% | +4.3% | +13.5% |
| 6M | +12.0% | +23.5% | -11.5% | +2.3% |
| YTD | -28.8% | +35.7% | -64.5% | -37.8% |
| 1Y | -25.5% | +30.2% | -55.7% | -34.2% |
| 3Y | -48.8% | +49.7% | -98.5% | -58.3% |
| 5Y | -42.7% | +56.6% | -99.3% | -55.3% |
| All | +100.0% | +155.2% | -55.2% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling