+1,237.6%
JPM vs CPAY
+1,524.4%
-286.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.6% |
| 30D | -1.4% | +1.3% | -2.7% | -2.1% |
| 3M | +13.9% | +13.5% | +0.5% | +7.4% |
| 6M | +23.5% | +24.7% | -1.2% | +10.6% |
| YTD | +11.6% | +34.9% | -23.3% | -4.5% |
| 1Y | +21.4% | +29.7% | -8.3% | +4.9% |
| 3Y | +163.4% | +49.4% | +114.1% | +108.3% |
| 5Y | +152.5% | +53.5% | +99.0% | +91.6% |
| 10Y | +592.1% | +152.5% | +439.7% | +315.9% |
| All | +1,237.6% | +1,524.4% | -286.7% | +279.4% |
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