+680.0%
ITOT vs CPAY
+1,532.9%
-852.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.9% | -2.0% | +1.1% | -0.3% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +3.6% | +16.4% | -12.8% | -2.0% |
| 6M | +13.7% | +23.5% | -9.8% | +4.7% |
| YTD | +12.9% | +35.7% | -22.7% | -0.3% |
| 1Y | +17.2% | +30.2% | -13.0% | +4.5% |
| 3Y | +75.6% | +49.7% | +25.9% | +45.9% |
| 5Y | +75.5% | +56.6% | +18.9% | +40.6% |
| 10Y | +302.0% | +153.8% | +148.2% | +166.7% |
| All | +680.0% | +1,532.9% | -852.9% | +198.0% |
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 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