-81.0%
QID vs CPAY
+55.3%
-136.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -2.0% | +3.2% | -0.2% |
| 30D | +2.9% | -0.4% | +3.3% | +2.8% |
| 3M | -0.7% | +16.4% | -17.1% | +10.7% |
| 6M | -29.7% | +23.5% | -53.2% | -16.9% |
| YTD | -27.9% | +35.7% | -63.5% | -6.8% |
| 1Y | -34.6% | +30.2% | -64.7% | -18.2% |
| 3Y | -73.5% | +49.7% | -123.3% | -56.0% |
| All | -81.0% | +55.3% | -136.3% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling