+931.7%
RSG vs CPAY
+1,532.9%
-601.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | +4.0% | -0.4% | +4.3% | +4.0% |
| 3M | +7.4% | +16.4% | -9.0% | +3.9% |
| 6M | +0.1% | +23.5% | -23.4% | -4.8% |
| YTD | +6.0% | +35.7% | -29.6% | -1.8% |
| 1Y | -3.0% | +30.2% | -33.1% | -9.5% |
| 3Y | +56.5% | +49.7% | +6.8% | +38.3% |
| 5Y | +90.9% | +56.6% | +34.4% | +63.5% |
| 10Y | +428.7% | +153.8% | +274.9% | +297.3% |
| All | +931.7% | +1,532.9% | -601.2% | +396.5% |
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