+159.9%
RY vs CPAY
+99.6%
+60.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -0.6% | +13.1% | -13.6% | -2.8% |
| 30D | +6.1% | +15.5% | -9.4% | +3.3% |
| 3M | -3.4% | +14.7% | -18.0% | -5.8% |
| 6M | +12.8% | +33.6% | -20.8% | +6.6% |
| YTD | +21.0% | +52.7% | -31.7% | +10.4% |
| 1Y | +40.5% | +63.5% | -23.1% | +25.9% |
| 3Y | +159.9% | +98.8% | +61.1% | +108.5% |
| All | +159.9% | +99.6% | +60.3% | +108.5% |
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