+349.5%
RL vs CPAY
+1,748.9%
-1,399.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.8% |
| 7D | +2.6% | +1.6% | +1.0% | +1.9% |
| 30D | +2.9% | +17.6% | -14.7% | -4.7% |
| 3M | 0.0% | +8.7% | -8.7% | -4.2% |
| 6M | +17.1% | +39.5% | -22.4% | -0.6% |
| YTD | +10.1% | +53.6% | -43.5% | -12.5% |
| 1Y | +17.3% | +63.3% | -45.9% | -9.5% |
| 3Y | +249.3% | +101.7% | +147.6% | +136.9% |
| 5Y | +240.9% | +91.4% | +149.5% | +134.2% |
| 10Y | +337.3% | +221.7% | +115.6% | +147.6% |
| All | +349.5% | +1,748.9% | -1,399.4% | +31.4% |
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