+1,009.8%
LITE vs CPAY
+56.4%
+953.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +12.2% |
| 7D | +12.6% | +0.6% | +12.1% | +12.1% |
| 30D | +9.9% | +3.6% | +6.3% | +7.1% |
| 3M | +9.3% | +16.6% | -7.3% | -1.8% |
| 6M | +75.2% | +29.5% | +45.8% | +45.5% |
| YTD | +165.5% | +35.3% | +130.2% | +109.3% |
| 1Y | +555.0% | +30.6% | +524.3% | +422.5% |
| 3Y | +1,870.5% | +49.7% | +1,820.7% | +1,397.2% |
| 5Y | +1,009.8% | +54.4% | +955.4% | +681.1% |
| All | +1,009.8% | +56.4% | +953.4% | +681.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling