+280.0%
RTX vs CPAY
+155.3%
+124.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.0% |
| 30D | -11.2% | +0.6% | -11.8% | -11.6% |
| 3M | +12.0% | +17.0% | -5.0% | +5.1% |
| 6M | -3.6% | +24.1% | -27.7% | -12.3% |
| YTD | +9.2% | +35.7% | -26.5% | -5.6% |
| 1Y | +29.7% | +34.0% | -4.3% | +12.0% |
| 3Y | +152.0% | +50.3% | +101.7% | +97.5% |
| 5Y | +165.8% | +56.7% | +109.1% | +97.2% |
| All | +280.0% | +155.3% | +124.7% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling