+168.5%
IVZ vs CPAY
+1,565.5%
-1,397.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | +0.6% | +2.1% | -1.4% | -0.6% |
| 30D | +4.0% | +5.5% | -1.5% | +0.5% |
| 3M | +18.2% | +16.6% | +1.6% | +7.4% |
| 6M | +32.8% | +26.7% | +6.2% | +13.7% |
| YTD | +28.7% | +38.4% | -9.6% | +3.1% |
| 1Y | +55.4% | +30.1% | +25.2% | +28.2% |
| 3Y | +135.2% | +52.6% | +82.6% | +73.1% |
| 5Y | +64.2% | +59.0% | +5.2% | +16.4% |
| 10Y | +64.6% | +148.4% | -83.8% | -12.1% |
| All | +168.5% | +1,565.5% | -1,397.0% | -51.7% |
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