+1,646.5%
QLD vs CPAY
+142.6%
+1,503.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +1.4% |
| 7D | +3.0% | +0.6% | +2.4% | +2.5% |
| 30D | -1.8% | +3.6% | -5.4% | -4.5% |
| 3M | -1.8% | +16.6% | -18.4% | -13.4% |
| 6M | +36.9% | +29.5% | +7.4% | +10.4% |
| YTD | +28.7% | +35.3% | -6.6% | -2.1% |
| 1Y | +41.9% | +30.6% | +11.3% | +9.3% |
| 3Y | +184.2% | +49.7% | +134.5% | +92.9% |
| 5Y | +122.1% | +54.4% | +67.7% | +47.8% |
| 10Y | +1,646.5% | +142.8% | +1,503.7% | +806.0% |
| All | +1,646.5% | +142.6% | +1,503.9% | +806.0% |
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 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