+63.3%
IWM vs CPAY
+48.3%
+15.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -1.1% | -2.5% | +1.3% | -0.3% |
| 30D | -3.1% | +1.3% | -4.4% | -3.6% |
| 3M | +2.2% | +13.5% | -11.3% | -2.5% |
| 6M | +15.1% | +24.7% | -9.6% | +5.5% |
| YTD | +18.6% | +34.9% | -16.4% | +4.2% |
| 1Y | +24.0% | +29.7% | -5.7% | +10.6% |
| All | +63.3% | +48.3% | +15.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling