+722.4%
IVV vs CPAY
+1,565.5%
-843.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.6% |
| 30D | +0.1% | +5.5% | -5.5% | -1.8% |
| 3M | +2.0% | +16.6% | -14.6% | -3.4% |
| 6M | +13.0% | +26.7% | -13.6% | +3.5% |
| YTD | +13.6% | +38.4% | -24.8% | 0.0% |
| 1Y | +20.1% | +30.1% | -10.1% | +7.4% |
| 3Y | +77.6% | +52.6% | +25.0% | +47.1% |
| 5Y | +82.5% | +59.0% | +23.5% | +45.9% |
| 10Y | +316.5% | +148.4% | +168.1% | +179.8% |
| All | +722.4% | +1,565.5% | -843.1% | +217.3% |
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