+226.3%
RL vs CPAY
+54.3%
+171.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.9% |
| 30D | -17.5% | +1.3% | -18.8% | -18.1% |
| 3M | -14.0% | +13.5% | -27.5% | -19.3% |
| 6M | -2.0% | +24.7% | -26.7% | -12.8% |
| YTD | -4.6% | +34.9% | -39.5% | -19.7% |
| 1Y | +9.5% | +29.7% | -20.2% | -6.4% |
| 3Y | +200.5% | +49.4% | +151.1% | +130.1% |
| 5Y | +226.3% | +53.5% | +172.8% | +136.7% |
| All | +226.3% | +54.3% | +171.9% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling