+137.7%
RY vs CPAY
+53.2%
+84.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -2.0% | +0.6% | -2.6% | -2.2% |
| 3M | +4.9% | +17.0% | -12.2% | +0.3% |
| 6M | +26.1% | +24.1% | +2.0% | +18.2% |
| YTD | +22.4% | +35.7% | -13.4% | +10.9% |
| 1Y | +44.7% | +34.0% | +10.7% | +31.2% |
| 3Y | +155.7% | +50.3% | +105.4% | +115.8% |
| 5Y | +137.7% | +56.7% | +81.0% | +87.2% |
| All | +137.7% | +53.2% | +84.5% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling