+61.2%
IVZ vs CPAY
+54.7%
+6.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +3.1% | +3.6% | -0.5% | +0.7% |
| 3M | +18.2% | +16.6% | +1.5% | +6.8% |
| 6M | +38.6% | +29.5% | +9.1% | +15.9% |
| YTD | +25.9% | +35.3% | -9.4% | +0.7% |
| 1Y | +51.7% | +30.6% | +21.0% | +23.3% |
| 3Y | +138.7% | +49.7% | +88.9% | +69.5% |
| All | +61.2% | +54.7% | +6.5% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling