+57.3%
LLY vs CPAY
+59.0%
-1.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.6% |
| 7D | +10.1% | +5.7% | +4.3% | +10.0% |
| 30D | +24.0% | +4.2% | +19.8% | +24.0% |
| 3M | +27.3% | +5.6% | +21.7% | +27.3% |
| 6M | +47.0% | +34.7% | +12.3% | +48.4% |
| YTD | +32.6% | +39.1% | -6.5% | +32.6% |
| 1Y | +57.3% | +60.3% | -2.9% | +51.6% |
| All | +57.3% | +59.0% | -1.7% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling