+267.4%
RTX vs CPAY
+219.9%
+47.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +4.8% | +1.6% | +3.2% | +4.2% |
| 30D | +6.5% | +17.6% | -11.1% | -0.2% |
| 3M | -9.6% | +8.7% | -18.3% | -12.9% |
| 6M | +12.3% | +39.5% | -27.2% | -2.2% |
| YTD | +9.5% | +53.6% | -44.1% | -10.4% |
| 1Y | +15.8% | +63.3% | -47.4% | -7.8% |
| 3Y | +157.0% | +101.7% | +55.3% | +75.5% |
| 5Y | +148.8% | +91.4% | +57.4% | +67.6% |
| All | +267.4% | +219.9% | +47.5% | +126.4% |
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 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