+878.4%
MSFT vs CPAY
+155.2%
+723.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -2.0% | +1.1% | -0.1% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | +27.2% | +16.4% | +10.9% | +20.3% |
| 6M | +22.9% | +23.5% | -0.6% | +13.3% |
| YTD | +3.1% | +35.7% | -32.5% | -9.3% |
| 1Y | -0.3% | +30.2% | -30.4% | -11.5% |
| 3Y | +50.1% | +49.7% | +0.4% | +21.4% |
| 5Y | +74.6% | +56.6% | +18.1% | +35.1% |
| All | +878.4% | +155.2% | +723.2% | +528.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling