+627.9%
RY vs CPAY
+1,565.5%
-937.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.1% | +2.1% | +1.0% | +2.5% |
| 30D | -0.3% | +5.5% | -5.9% | -2.0% |
| 3M | +8.7% | +16.6% | -7.9% | +3.3% |
| 6M | +28.5% | +26.7% | +1.9% | +18.4% |
| YTD | +25.1% | +38.4% | -13.2% | +11.1% |
| 1Y | +46.3% | +30.1% | +16.2% | +31.9% |
| 3Y | +154.9% | +52.6% | +102.3% | +112.4% |
| 5Y | +140.3% | +59.0% | +81.3% | +93.0% |
| 10Y | +377.0% | +148.4% | +228.7% | +223.0% |
| All | +627.9% | +1,565.5% | -937.5% | +186.6% |
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 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