+143.5%
IWM vs CPAY
+219.9%
-76.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +1.4% | +1.6% | -0.1% | +0.8% |
| 30D | +2.3% | +17.6% | -15.3% | -4.9% |
| 3M | -8.3% | +8.7% | -17.0% | -11.9% |
| 6M | -1.3% | +39.5% | -40.9% | -15.4% |
| YTD | +13.5% | +53.6% | -40.1% | -8.7% |
| 1Y | +18.4% | +63.3% | -44.9% | -7.5% |
| 3Y | +69.6% | +101.7% | -32.1% | +16.7% |
| 5Y | +23.3% | +91.4% | -68.1% | -14.8% |
| All | +143.5% | +219.9% | -76.3% | +42.0% |
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