+5,083.9%
LITE vs CPAY
+170.5%
+4,913.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.6% |
| 30D | +6.7% | +5.5% | +1.1% | +3.3% |
| 3M | -6.8% | +16.6% | -23.3% | -15.2% |
| 6M | +29.4% | +26.7% | +2.8% | +11.3% |
| YTD | +139.1% | +38.4% | +100.7% | +92.3% |
| 1Y | +521.0% | +30.1% | +490.9% | +411.8% |
| 3Y | +1,535.3% | +52.6% | +1,482.7% | +1,179.5% |
| 5Y | +889.8% | +59.0% | +830.9% | +640.6% |
| 10Y | +2,400.7% | +148.4% | +2,252.3% | +1,395.2% |
| All | +5,083.9% | +170.5% | +4,913.3% | +2,782.7% |
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 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