+1,502.1%
QLD vs CPAY
+219.9%
+1,282.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -3.4% |
| 7D | +7.0% | +1.6% | +5.5% | +5.8% |
| 30D | -14.3% | +17.6% | -31.9% | -24.6% |
| 3M | -16.0% | +8.7% | -24.7% | -22.0% |
| 6M | -14.2% | +39.5% | -53.8% | -34.7% |
| YTD | +12.8% | +53.6% | -40.8% | -23.0% |
| 1Y | +14.1% | +63.3% | -49.2% | -26.0% |
| 3Y | +146.0% | +101.7% | +44.2% | +30.3% |
| 5Y | +82.0% | +91.4% | -9.4% | +2.4% |
| All | +1,502.1% | +219.9% | +1,282.3% | +607.4% |
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