+429.4%
IT vs CPAY
+1,528.2%
-1,098.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -6.5% |
| 7D | -9.1% | +0.6% | -9.7% | -9.3% |
| 30D | -7.0% | +3.6% | -10.6% | -8.3% |
| 3M | +7.6% | +16.6% | -9.0% | +1.8% |
| 6M | +2.1% | +29.5% | -27.3% | -7.5% |
| YTD | -31.6% | +35.3% | -66.9% | -39.3% |
| 1Y | -29.9% | +30.6% | -60.6% | -37.3% |
| 3Y | -51.3% | +49.7% | -101.0% | -59.3% |
| 5Y | -44.8% | +54.4% | -99.2% | -55.2% |
| 10Y | +91.4% | +142.8% | -51.4% | +32.4% |
| All | +429.4% | +1,528.2% | -1,098.8% | +103.3% |
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