+301.4%
RIO vs CPAY
+1,524.4%
-1,222.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.0% | -2.5% | +3.4% | +1.9% |
| 30D | +4.0% | +1.3% | +2.7% | +3.4% |
| 3M | +4.5% | +13.5% | -9.0% | -0.9% |
| 6M | +17.3% | +24.7% | -7.4% | +6.6% |
| YTD | +36.2% | +34.9% | +1.2% | +18.1% |
| 1Y | +76.1% | +29.7% | +46.5% | +54.2% |
| 3Y | +102.5% | +49.4% | +53.1% | +60.1% |
| 5Y | +103.5% | +53.5% | +50.1% | +54.6% |
| 10Y | +619.2% | +152.5% | +466.7% | +303.0% |
| All | +301.4% | +1,524.4% | -1,222.9% | -17.4% |
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