+139.4%
QLD vs CPAY
+92.3%
+47.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.7% |
| 7D | -10.3% | +13.5% | -23.8% | -16.2% |
| 30D | -26.1% | +13.1% | -39.2% | -30.9% |
| 3M | -17.8% | +14.3% | -32.0% | -23.8% |
| 6M | -15.6% | +49.0% | -64.6% | -33.2% |
| YTD | +5.4% | +51.3% | -45.9% | -19.5% |
| 1Y | +5.2% | +63.7% | -58.5% | -24.2% |
| 3Y | +139.4% | +95.0% | +44.4% | +62.1% |
| All | +139.4% | +92.3% | +47.2% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling