+141.7%
RNG vs CPAY
+29.9%
+111.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | +5.8% | +2.1% | +3.7% | +4.6% |
| 30D | +19.6% | +5.5% | +14.1% | +16.2% |
| 3M | +67.0% | +16.6% | +50.4% | +54.3% |
| 6M | +88.4% | +26.7% | +61.7% | +67.1% |
| YTD | +155.5% | +38.4% | +117.1% | +120.9% |
| 1Y | +141.7% | +30.1% | +111.5% | +130.9% |
| All | +141.7% | +29.9% | +111.8% | +130.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling