+559.3%
ROKU vs CPAY
+164.6%
+394.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -2.0% | +1.5% | +0.7% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +29.5% | +16.4% | +13.1% | +17.7% |
| 6M | +53.8% | +23.5% | +30.3% | +33.7% |
| YTD | +42.8% | +35.7% | +7.2% | +14.9% |
| 1Y | +60.7% | +30.2% | +30.6% | +31.6% |
| 3Y | +83.9% | +49.7% | +34.2% | +38.2% |
| 5Y | -52.8% | +56.6% | -109.4% | -65.6% |
| All | +559.3% | +164.6% | +394.6% | +216.8% |
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