+702.8%
IVV vs CPAY
+1,738.6%
-1,035.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -0.6% | +13.1% | -13.6% | -4.7% |
| 30D | -3.7% | +15.5% | -19.2% | -8.3% |
| 3M | -2.7% | +14.7% | -17.4% | -7.3% |
| 6M | +2.2% | +33.6% | -31.4% | -7.8% |
| YTD | +10.9% | +52.7% | -41.8% | -5.7% |
| 1Y | +11.3% | +63.5% | -52.2% | -7.7% |
| 3Y | +76.9% | +98.8% | -21.9% | +33.7% |
| 5Y | +73.5% | +88.6% | -15.1% | +31.1% |
| 10Y | +307.4% | +213.8% | +93.6% | +155.0% |
| All | +702.8% | +1,738.6% | -1,035.7% | +199.1% |
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