+2,239.6%
MSFT vs CPAY
+1,528.2%
+711.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -1.0% | +3.6% | -4.6% | -2.2% |
| 3M | +20.2% | +16.6% | +3.6% | +13.9% |
| 6M | +21.3% | +29.5% | -8.2% | +10.4% |
| YTD | +2.8% | +35.3% | -32.5% | -8.9% |
| 1Y | 0.0% | +30.6% | -30.7% | -10.9% |
| 3Y | +51.2% | +49.7% | +1.5% | +24.4% |
| 5Y | +71.4% | +54.4% | +17.0% | +36.4% |
| 10Y | +868.6% | +142.8% | +725.8% | +540.7% |
| All | +2,239.6% | +1,528.2% | +711.4% | +839.0% |
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