+3,344.5%
LITE vs CPAY
+198.6%
+3,145.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -13.9% | +13.1% | -27.0% | -19.5% |
| 30D | -46.9% | +15.5% | -62.4% | -51.1% |
| 3M | -28.0% | +14.7% | -42.7% | -34.0% |
| 6M | -35.2% | +33.6% | -68.8% | -46.2% |
| YTD | +58.9% | +52.7% | +6.1% | +19.9% |
| 1Y | +125.3% | +63.5% | +61.8% | +63.3% |
| 3Y | +1,344.4% | +98.8% | +1,245.6% | +879.5% |
| 5Y | +541.2% | +88.6% | +452.6% | +337.2% |
| 10Y | +1,587.5% | +213.8% | +1,373.8% | +819.9% |
| All | +3,344.5% | +198.6% | +3,145.9% | +1,696.6% |
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