+256.3%
RL vs CPAY
+100.9%
+155.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.4% | +10.4% | -14.7% | -7.5% |
| 30D | +5.6% | +16.2% | -10.6% | +0.4% |
| 3M | -0.6% | +13.7% | -14.4% | -5.0% |
| 6M | +15.5% | +35.2% | -19.8% | +3.8% |
| YTD | +12.3% | +53.5% | -41.2% | -5.0% |
| 1Y | +19.3% | +58.9% | -39.6% | -0.6% |
| All | +256.3% | +100.9% | +155.5% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling