+6,582.3%
QLD vs CPAY
+1,747.8%
+4,834.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | -1.2% | +10.4% | -11.5% | -8.4% |
| 30D | -15.7% | +16.2% | -31.9% | -24.8% |
| 3M | -10.0% | +13.7% | -23.8% | -18.8% |
| 6M | -11.2% | +35.2% | -46.5% | -30.0% |
| YTD | +16.4% | +53.5% | -37.2% | -18.7% |
| 1Y | +12.7% | +58.9% | -46.3% | -23.5% |
| 3Y | +152.3% | +99.8% | +52.5% | +41.6% |
| 5Y | +91.8% | +93.3% | -1.5% | +13.0% |
| 10Y | +1,520.2% | +221.5% | +1,298.8% | +582.6% |
| All | +6,582.3% | +1,747.8% | +4,834.5% | +984.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling