+5,867.8%
LLY vs CPAY
+1,748.9%
+4,118.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +6.7% | +1.6% | +5.2% | +6.5% |
| 30D | +19.6% | +17.6% | +2.0% | +16.2% |
| 3M | +19.7% | +8.7% | +11.0% | +17.9% |
| 6M | +42.7% | +39.5% | +3.2% | +34.4% |
| YTD | +35.1% | +53.6% | -18.5% | +23.8% |
| 1Y | +42.2% | +63.3% | -21.1% | +28.7% |
| 3Y | +140.8% | +101.7% | +39.1% | +108.6% |
| 5Y | +480.6% | +91.4% | +389.2% | +399.7% |
| 10Y | +2,061.9% | +221.7% | +1,840.2% | +1,547.5% |
| All | +5,867.8% | +1,748.9% | +4,118.9% | +3,358.1% |
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