+375.5%
RY vs CPAY
+144.7%
+230.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | -1.9% | +1.3% | -3.2% | -2.3% |
| 3M | +5.1% | +13.5% | -8.3% | +0.6% |
| 6M | +28.2% | +24.7% | +3.4% | +18.3% |
| YTD | +22.9% | +34.9% | -12.1% | +9.4% |
| 1Y | +45.5% | +29.7% | +15.8% | +30.7% |
| 3Y | +156.7% | +49.4% | +107.3% | +112.7% |
| 5Y | +137.7% | +53.5% | +84.2% | +90.0% |
| 10Y | +375.5% | +152.5% | +223.1% | +218.6% |
| All | +375.5% | +144.7% | +230.8% | +218.6% |
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