+54.2%
RGTI vs CPAY
+42.0%
+12.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -2.0% | +2.4% | +1.5% |
| 30D | -17.1% | -0.4% | -16.7% | -17.1% |
| 3M | -26.0% | +16.4% | -42.3% | -33.3% |
| 6M | -9.9% | +23.5% | -33.4% | -22.2% |
| YTD | -31.1% | +35.7% | -66.7% | -45.1% |
| 1Y | -8.5% | +30.2% | -38.7% | -26.1% |
| 3Y | +652.2% | +49.7% | +602.5% | +435.6% |
| 5Y | +56.8% | +56.6% | +0.2% | -3.2% |
| All | +54.2% | +42.0% | +12.2% | -5.0% |
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