+1,560.7%
LLY vs CPAY
+155.3%
+1,405.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | -7.4% | +0.6% | -8.0% | -7.6% |
| 3M | -1.0% | +17.0% | -18.1% | -3.8% |
| 6M | +12.5% | +24.1% | -11.6% | +7.9% |
| YTD | +5.0% | +35.7% | -30.7% | -1.6% |
| 1Y | +49.8% | +34.0% | +15.7% | +40.3% |
| 3Y | +95.5% | +50.3% | +45.2% | +78.4% |
| 5Y | +390.7% | +56.7% | +334.0% | +338.1% |
| All | +1,560.7% | +155.3% | +1,405.4% | +1,273.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling