+40.3%
RUN vs CPAY
+155.2%
-114.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | -2.0% | -1.8% | -2.7% |
| 30D | -13.0% | -0.4% | -12.7% | -13.0% |
| 3M | -31.8% | +16.4% | -48.1% | -38.2% |
| 6M | -32.2% | +23.5% | -55.7% | -41.5% |
| YTD | -53.5% | +35.7% | -89.1% | -62.4% |
| 1Y | -46.5% | +30.2% | -76.7% | -55.9% |
| 3Y | -37.6% | +49.7% | -87.3% | -55.8% |
| 5Y | -80.9% | +56.6% | -137.4% | -86.9% |
| All | +40.3% | +155.2% | -114.8% | -25.3% |
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