+166.4%
IWM vs CPAY
+155.2%
+11.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | -0.3% | +16.4% | -16.6% | -7.1% |
| 6M | +14.7% | +23.5% | -8.8% | +3.3% |
| YTD | +17.8% | +35.7% | -17.8% | +0.6% |
| 1Y | +21.2% | +30.2% | -9.0% | +4.8% |
| 3Y | +62.3% | +49.7% | +12.6% | +28.6% |
| 5Y | +38.7% | +56.6% | -17.8% | +5.1% |
| All | +166.4% | +155.2% | +11.2% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling