+2,381.3%
MSFT vs CPAY
+1,748.9%
+632.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -1.3% | +1.6% | -2.8% | -1.8% |
| 30D | -1.8% | +17.6% | -19.4% | -7.2% |
| 3M | +5.6% | +8.7% | -3.1% | +2.4% |
| 6M | +29.8% | +39.5% | -9.7% | +15.5% |
| YTD | +9.0% | +53.6% | -44.6% | -7.6% |
| 1Y | +4.9% | +63.3% | -58.3% | -13.2% |
| 3Y | +46.2% | +101.7% | -55.5% | +8.1% |
| 5Y | +62.1% | +91.4% | -29.3% | +20.0% |
| 10Y | +899.6% | +221.7% | +678.0% | +506.6% |
| All | +2,381.3% | +1,748.9% | +632.5% | +852.0% |
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