+284.7%
RNG vs CPAY
+269.8%
+14.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.1% | -2.5% | -1.6% | -2.7% |
| 30D | +8.6% | +1.3% | +7.3% | +8.0% |
| 3M | +78.0% | +13.5% | +64.5% | +67.1% |
| 6M | +67.0% | +24.7% | +42.3% | +48.4% |
| YTD | +142.4% | +34.9% | +107.5% | +104.9% |
| 1Y | +120.4% | +29.7% | +90.8% | +89.7% |
| 3Y | +122.1% | +49.4% | +72.7% | +73.7% |
| 5Y | -69.8% | +53.5% | -123.3% | -76.9% |
| 10Y | +223.4% | +152.5% | +70.9% | +73.8% |
| All | +284.7% | +269.8% | +14.8% | +61.3% |
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