+518.3%
RSP vs CPAY
+1,724.0%
-1,205.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.8% | +2.0% | -0.2% | +1.1% |
| 30D | +3.5% | +14.3% | -10.8% | -1.5% |
| 3M | +0.2% | +11.3% | -11.1% | -3.8% |
| 6M | +9.1% | +34.8% | -25.7% | -2.6% |
| YTD | +16.6% | +51.5% | -34.9% | -1.9% |
| 1Y | +17.9% | +59.0% | -41.1% | -2.7% |
| 3Y | +64.6% | +97.2% | -32.6% | +21.8% |
| 5Y | +48.4% | +88.8% | -40.4% | +9.4% |
| 10Y | +212.9% | +217.3% | -4.4% | +88.2% |
| All | +518.3% | +1,724.0% | -1,205.7% | +108.4% |
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