+476.0%
RTX vs CPAY
+1,528.2%
-1,052.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.2% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | -10.6% | +3.6% | -14.2% | -11.8% |
| 3M | +11.6% | +16.6% | -5.0% | +5.3% |
| 6M | -4.5% | +29.5% | -34.0% | -13.9% |
| YTD | +9.6% | +35.3% | -25.7% | -4.0% |
| 1Y | +30.8% | +30.6% | +0.2% | +15.4% |
| 3Y | +152.8% | +49.7% | +103.1% | +103.9% |
| 5Y | +167.1% | +54.4% | +112.7% | +106.5% |
| 10Y | +275.2% | +142.8% | +132.4% | +147.8% |
| All | +476.0% | +1,528.2% | -1,052.2% | +111.1% |
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