+64.8%
RSP vs CPAY
+98.3%
-33.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +1.8% | +2.0% | -0.2% | +1.3% |
| 30D | +3.5% | +14.3% | -10.8% | -0.1% |
| 3M | +0.2% | +11.3% | -11.1% | -2.7% |
| 6M | +9.1% | +34.8% | -25.7% | +0.6% |
| YTD | +16.6% | +51.5% | -34.9% | +2.7% |
| 1Y | +17.9% | +59.0% | -41.1% | +2.1% |
| All | +64.8% | +98.3% | -33.5% | +28.9% |
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 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