+7,303.0%
QLD vs CPAY
+1,565.5%
+5,737.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | +0.6% | +2.1% | -1.5% | -0.9% |
| 30D | -0.1% | +5.5% | -5.7% | -4.0% |
| 3M | -8.4% | +16.6% | -24.9% | -18.6% |
| 6M | +32.2% | +26.7% | +5.5% | +9.4% |
| YTD | +28.9% | +38.4% | -9.5% | -2.1% |
| 1Y | +43.8% | +30.1% | +13.7% | +12.7% |
| 3Y | +176.6% | +52.6% | +124.0% | +90.4% |
| 5Y | +121.6% | +59.0% | +62.6% | +50.0% |
| 10Y | +1,652.9% | +148.4% | +1,504.5% | +776.1% |
| All | +7,303.0% | +1,565.5% | +5,737.5% | +1,206.4% |
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 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