+190.1%
QSR vs CPAY
+184.5%
+5.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.7% | -2.7% | -2.0% | -3.7% |
| 30D | +4.3% | +0.6% | +3.7% | +4.1% |
| 3M | +5.4% | +17.0% | -11.6% | -0.9% |
| 6M | +8.2% | +24.1% | -16.0% | -1.5% |
| YTD | +14.1% | +35.7% | -21.6% | -0.5% |
| 1Y | +28.1% | +34.0% | -5.9% | +11.7% |
| 3Y | +25.3% | +50.3% | -25.0% | -0.2% |
| 5Y | +40.4% | +56.7% | -16.3% | +6.3% |
| 10Y | +132.4% | +153.9% | -21.6% | +36.9% |
| All | +190.1% | +184.5% | +5.6% | +58.1% |
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 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