+49.0%
LYB vs CPAY
+71.2%
-22.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -1.7% |
| 7D | -5.7% | +12.3% | -18.0% | -5.1% |
| 30D | +4.6% | +9.9% | -5.3% | +5.1% |
| 3M | +5.5% | +13.3% | -7.8% | +6.2% |
| 6M | -19.1% | +47.2% | -66.3% | -17.1% |
| YTD | +47.1% | +48.5% | -1.5% | +49.4% |
| 1Y | +49.0% | +70.8% | -21.8% | +48.8% |
| All | +49.0% | +71.2% | -22.2% | +48.8% |
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 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