+159.4%
RY vs CPAY
+49.5%
+109.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.3% |
| 7D | +2.7% | +0.6% | +2.2% | +2.6% |
| 30D | -1.0% | +3.6% | -4.6% | -1.7% |
| 3M | +7.6% | +16.6% | -9.0% | +4.2% |
| 6M | +29.5% | +29.5% | 0.0% | +22.3% |
| YTD | +24.2% | +35.3% | -11.1% | +15.4% |
| 1Y | +46.4% | +30.6% | +15.8% | +37.0% |
| 3Y | +159.4% | +49.7% | +109.7% | +126.0% |
| All | +159.4% | +49.5% | +109.9% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling