+877.3%
RCL vs CPAY
+1,748.9%
-871.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.6% |
| 7D | -1.2% | +1.6% | -2.7% | -2.2% |
| 30D | +17.8% | +17.6% | +0.2% | +4.8% |
| 3M | +4.9% | +8.7% | -3.8% | -1.6% |
| 6M | +23.7% | +39.5% | -15.8% | -3.8% |
| YTD | +17.8% | +53.6% | -35.8% | -17.3% |
| 1Y | +28.9% | +63.3% | -34.3% | -13.5% |
| 3Y | +241.9% | +101.7% | +140.2% | +88.7% |
| 5Y | +295.4% | +91.4% | +204.0% | +127.7% |
| 10Y | +344.1% | +221.7% | +122.5% | +109.0% |
| All | +877.3% | +1,748.9% | -871.6% | +55.2% |
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