+271.5%
RMD vs CPAY
+155.2%
+116.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.4% | -2.0% | -2.5% | -3.8% |
| 30D | -3.1% | -0.4% | -2.8% | -3.1% |
| 3M | +13.8% | +16.4% | -2.6% | +8.3% |
| 6M | -8.6% | +23.5% | -32.1% | -15.3% |
| YTD | -8.6% | +35.7% | -44.3% | -18.5% |
| 1Y | -19.7% | +30.2% | -49.8% | -27.6% |
| 3Y | +48.4% | +49.7% | -1.3% | +24.5% |
| 5Y | -22.7% | +56.6% | -79.3% | -37.7% |
| All | +271.5% | +155.2% | +116.3% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling