+14.1%
QLD vs CPAY
+62.3%
-48.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.6% |
| 7D | +7.0% | +1.6% | +5.5% | +6.8% |
| 30D | -14.3% | +17.6% | -31.9% | -16.4% |
| 3M | -16.0% | +8.7% | -24.7% | -16.8% |
| 6M | -14.2% | +39.5% | -53.8% | -19.6% |
| YTD | +12.8% | +53.6% | -40.8% | +3.8% |
| 1Y | +14.1% | +63.3% | -49.2% | +3.6% |
| All | +14.1% | +62.3% | -48.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling