+390.6%
LLY vs CPAY
+55.3%
+335.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -2.0% | -1.0% | -2.6% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -3.8% | +16.4% | -20.1% | -6.0% |
| 6M | +11.9% | +23.5% | -11.6% | +8.1% |
| YTD | +4.3% | +35.7% | -31.3% | -1.6% |
| 1Y | +48.5% | +30.2% | +18.3% | +40.9% |
| 3Y | +91.2% | +49.7% | +41.5% | +77.9% |
| All | +390.6% | +55.3% | +335.3% | +339.6% |
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 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