+1,172.1%
LITE vs CPAY
+92.3%
+1,079.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.8% | +4.9% |
| 7D | -35.9% | +13.5% | -49.5% | -40.1% |
| 30D | -51.5% | +13.1% | -64.6% | -54.8% |
| 3M | -35.7% | +14.3% | -50.0% | -41.0% |
| 6M | -43.0% | +49.0% | -92.0% | -57.1% |
| YTD | +46.1% | +51.3% | -5.1% | +4.2% |
| 1Y | +124.7% | +63.7% | +61.0% | +48.5% |
| 3Y | +1,172.1% | +95.0% | +1,077.1% | +517.7% |
| All | +1,172.1% | +92.3% | +1,079.8% | +517.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling