+719.6%
ROK vs CPAY
+1,524.4%
-804.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.2% | -2.5% | +2.6% | +1.3% |
| 30D | -1.8% | +1.3% | -3.1% | -2.5% |
| 3M | -7.2% | +13.5% | -20.7% | -12.9% |
| 6M | +14.2% | +24.7% | -10.6% | +1.8% |
| YTD | +10.6% | +34.9% | -24.4% | -5.8% |
| 1Y | +25.9% | +29.7% | -3.8% | +8.7% |
| 3Y | +50.8% | +49.4% | +1.4% | +19.6% |
| 5Y | +47.0% | +53.5% | -6.4% | +12.5% |
| 10Y | +354.9% | +152.5% | +202.4% | +169.4% |
| All | +719.6% | +1,524.4% | -804.8% | +110.9% |
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 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