+608.0%
RY vs CPAY
+1,747.8%
-1,139.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -3.0% | +10.4% | -13.3% | -6.0% |
| 30D | +6.3% | +16.2% | -9.9% | +1.3% |
| 3M | -2.6% | +13.7% | -16.3% | -6.6% |
| 6M | +13.9% | +35.2% | -21.3% | +3.2% |
| YTD | +21.7% | +53.5% | -31.8% | +4.4% |
| 1Y | +40.4% | +58.9% | -18.5% | +19.1% |
| 3Y | +161.3% | +99.8% | +61.5% | +99.4% |
| 5Y | +126.5% | +93.3% | +33.2% | +71.1% |
| 10Y | +354.3% | +221.5% | +132.9% | +186.3% |
| All | +608.0% | +1,747.8% | -1,139.8% | +169.5% |
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 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