+134.7%
IVZ vs CPAY
+1,731.9%
-1,597.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.1% | +6.4% |
| 7D | +4.1% | +11.9% | -7.8% | -3.0% |
| 30D | -2.0% | +15.1% | -17.1% | -10.2% |
| 3M | -7.8% | +16.5% | -24.4% | -16.4% |
| 6M | +6.3% | +33.1% | -26.8% | -11.3% |
| YTD | +12.6% | +52.2% | -39.6% | -15.3% |
| 1Y | +27.6% | +65.6% | -38.0% | -8.8% |
| 3Y | +154.0% | +100.2% | +53.8% | +58.0% |
| 5Y | +37.3% | +87.6% | -50.3% | -11.8% |
| 10Y | +50.5% | +205.3% | -154.7% | -28.3% |
| All | +134.7% | +1,731.9% | -1,597.2% | -60.3% |
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