+4,646.0%
LLY vs CPAY
+1,565.5%
+3,080.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | +2.1% | -4.2% | -2.5% |
| 30D | -1.6% | +5.5% | -7.1% | -2.5% |
| 3M | +2.3% | +16.6% | -14.3% | -0.5% |
| 6M | +14.9% | +26.7% | -11.8% | +9.7% |
| YTD | +7.5% | +38.4% | -30.9% | +0.3% |
| 1Y | +55.7% | +30.1% | +25.5% | +46.6% |
| 3Y | +110.6% | +52.6% | +58.0% | +91.4% |
| 5Y | +363.4% | +59.0% | +304.5% | +311.7% |
| 10Y | +1,649.0% | +148.4% | +1,500.6% | +1,292.0% |
| All | +4,646.0% | +1,565.5% | +3,080.5% | +2,702.5% |
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