+7.9%
RRX vs CPAY
+49.1%
-41.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -0.3% | -2.0% | +1.6% | +0.6% |
| 30D | -6.1% | -0.4% | -5.8% | -6.2% |
| 3M | -23.1% | +16.4% | -39.4% | -29.9% |
| 6M | -19.5% | +23.5% | -43.1% | -29.9% |
| YTD | +16.1% | +35.7% | -19.6% | -5.2% |
| 1Y | +12.9% | +30.2% | -17.2% | -5.7% |
| 3Y | +7.9% | +49.7% | -41.8% | -9.6% |
| All | +7.9% | +49.1% | -41.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling