+407.8%
LYB vs CPAY
+1,532.9%
-1,125.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -2.0% | +2.2% | +1.2% |
| 30D | +2.5% | -0.4% | +2.8% | +2.4% |
| 3M | +1.4% | +16.4% | -15.0% | -6.8% |
| 6M | -3.5% | +23.5% | -27.0% | -15.6% |
| YTD | +52.0% | +35.7% | +16.3% | +23.7% |
| 1Y | +22.1% | +30.2% | -8.1% | +1.2% |
| 3Y | -22.8% | +49.7% | -72.5% | -42.4% |
| 5Y | -3.4% | +56.6% | -59.9% | -31.9% |
| 10Y | +47.4% | +153.8% | -106.4% | -21.2% |
| All | +407.8% | +1,532.9% | -1,125.1% | -4.3% |
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