+669.5%
RMD vs CPAY
+1,528.2%
-858.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -4.5% | +0.6% | -5.0% | -4.6% |
| 30D | +4.6% | +3.6% | +1.0% | +3.5% |
| 3M | +14.8% | +16.6% | -1.9% | +9.6% |
| 6M | -12.1% | +29.5% | -41.5% | -19.2% |
| YTD | -7.5% | +35.3% | -42.7% | -16.6% |
| 1Y | -20.1% | +30.6% | -50.7% | -27.4% |
| 3Y | +53.9% | +49.7% | +4.1% | +31.4% |
| 5Y | -22.2% | +54.4% | -76.6% | -35.6% |
| 10Y | +268.2% | +142.8% | +125.4% | +160.1% |
| All | +669.5% | +1,528.2% | -858.7% | +227.6% |
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