+1,568.0%
LITE vs CPAY
+215.6%
+1,352.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | +22.6% | +2.0% | +20.5% | +21.5% |
| 30D | -36.8% | +14.3% | -51.0% | -41.7% |
| 3M | -33.0% | +11.3% | -44.3% | -38.0% |
| 6M | -37.1% | +34.8% | -71.8% | -48.5% |
| YTD | +69.5% | +51.5% | +17.9% | +26.0% |
| 1Y | +146.1% | +59.0% | +87.1% | +77.5% |
| 3Y | +1,440.8% | +97.2% | +1,343.6% | +917.6% |
| 5Y | +580.4% | +88.8% | +491.6% | +349.6% |
| All | +1,568.0% | +215.6% | +1,352.4% | +671.1% |
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 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