+122.1%
QLD vs CPAY
+56.4%
+65.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +1.5% |
| 7D | +3.0% | +0.6% | +2.4% | +2.5% |
| 30D | -1.8% | +3.6% | -5.4% | -4.6% |
| 3M | -1.8% | +16.6% | -18.4% | -13.7% |
| 6M | +36.9% | +29.5% | +7.4% | +9.6% |
| YTD | +28.7% | +35.3% | -6.6% | -3.5% |
| 1Y | +41.9% | +30.6% | +11.3% | +8.0% |
| 3Y | +184.2% | +49.7% | +134.5% | +82.1% |
| 5Y | +122.1% | +54.4% | +67.7% | +26.7% |
| All | +122.1% | +56.4% | +65.7% | +26.7% |
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