+307.5%
RL vs CPAY
+1,565.5%
-1,258.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -0.8% | +2.1% | -2.9% | -1.8% |
| 30D | -7.8% | +5.5% | -13.3% | -10.1% |
| 3M | -4.0% | +16.6% | -20.6% | -10.9% |
| 6M | -1.9% | +26.7% | -28.5% | -13.2% |
| YTD | -0.2% | +38.4% | -38.5% | -16.5% |
| 1Y | +10.7% | +30.1% | -19.5% | -5.2% |
| 3Y | +210.8% | +52.6% | +158.2% | +141.1% |
| 5Y | +238.2% | +59.0% | +179.3% | +153.6% |
| 10Y | +313.4% | +148.4% | +165.0% | +158.6% |
| All | +307.5% | +1,565.5% | -1,258.0% | +25.4% |
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