-18.3%
RUN vs CPAY
+160.8%
-179.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.4% |
| 7D | -1.8% | -2.5% | +0.7% | -0.4% |
| 30D | -10.8% | +1.3% | -12.1% | -11.6% |
| 3M | -30.2% | +13.5% | -43.6% | -35.5% |
| 6M | -22.3% | +24.7% | -47.1% | -33.1% |
| YTD | -52.2% | +34.9% | -87.1% | -60.9% |
| 1Y | -45.1% | +29.7% | -74.8% | -54.4% |
| 3Y | -37.1% | +49.4% | -86.5% | -54.7% |
| 5Y | -80.3% | +53.5% | -133.7% | -86.1% |
| 10Y | +45.2% | +152.5% | -107.3% | -21.1% |
| All | -18.3% | +160.8% | -179.1% | -56.4% |
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 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