+373.4%
IWM vs CPAY
+1,528.2%
-1,154.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.5% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | -2.3% | +3.6% | -5.9% | -3.8% |
| 3M | +4.0% | +16.6% | -12.7% | -3.0% |
| 6M | +17.9% | +29.5% | -11.5% | +4.4% |
| YTD | +20.2% | +35.3% | -15.1% | +3.2% |
| 1Y | +25.0% | +30.6% | -5.7% | +8.3% |
| 3Y | +66.0% | +49.7% | +16.2% | +32.8% |
| 5Y | +40.0% | +54.4% | -14.4% | +8.4% |
| 10Y | +166.9% | +142.8% | +24.1% | +65.8% |
| All | +373.4% | +1,528.2% | -1,154.8% | +36.1% |
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 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