+211.9%
IYR vs CPAY
+1,533.9%
-1,321.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.8% | -2.7% | -0.2% | -2.0% |
| 30D | -2.5% | +0.6% | -3.1% | -2.8% |
| 3M | -3.0% | +17.0% | -20.0% | -7.7% |
| 6M | +1.6% | +24.1% | -22.5% | -5.6% |
| YTD | +7.3% | +35.7% | -28.4% | -3.9% |
| 1Y | +5.6% | +34.0% | -28.4% | -5.5% |
| 3Y | +28.1% | +50.3% | -22.1% | +8.0% |
| 5Y | +6.1% | +56.7% | -50.6% | -13.6% |
| 10Y | +67.7% | +153.9% | -86.3% | +16.7% |
| All | +211.9% | +1,533.9% | -1,321.9% | +22.3% |
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