+1,533.3%
LITE vs CPAY
+210.0%
+1,323.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.4% |
| 7D | -12.9% | +11.9% | -24.8% | -18.4% |
| 30D | -46.0% | +15.1% | -61.1% | -50.4% |
| 3M | -33.0% | +16.5% | -49.6% | -39.5% |
| 6M | -34.0% | +33.1% | -67.2% | -45.7% |
| YTD | +61.7% | +52.2% | +9.6% | +20.0% |
| 1Y | +148.3% | +65.6% | +82.7% | +74.8% |
| 3Y | +1,408.5% | +100.2% | +1,308.3% | +888.9% |
| 5Y | +546.2% | +87.6% | +458.5% | +328.3% |
| 10Y | +1,533.3% | +205.3% | +1,328.0% | +698.4% |
| All | +1,533.3% | +210.0% | +1,323.3% | +698.4% |
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 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