+475.3%
RTX vs CPAY
+1,748.9%
-1,273.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -9.6% | +8.7% | -18.3% | -12.6% |
| 6M | +12.3% | +39.5% | -27.2% | -1.0% |
| YTD | +9.5% | +53.6% | -44.1% | -8.6% |
| 1Y | +15.8% | +63.3% | -47.4% | -5.7% |
| 3Y | +157.0% | +101.7% | +55.3% | +84.7% |
| 5Y | +148.8% | +91.4% | +57.4% | +77.1% |
| 10Y | +264.0% | +221.7% | +42.4% | +120.2% |
| All | +475.3% | +1,748.9% | -1,273.6% | +101.0% |
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