+3,280.9%
SOXX vs CPAY
+1,532.9%
+1,748.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.4% | -2.0% | +3.3% | +2.2% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -10.2% | +16.4% | -26.5% | -17.0% |
| 6M | +54.2% | +23.5% | +30.7% | +37.6% |
| YTD | +75.2% | +35.7% | +39.6% | +48.0% |
| 1Y | +107.5% | +30.2% | +77.3% | +77.3% |
| 3Y | +226.8% | +49.7% | +177.0% | +158.3% |
| 5Y | +251.2% | +56.6% | +194.7% | +168.3% |
| 10Y | +1,567.6% | +153.8% | +1,413.9% | +909.0% |
| All | +3,280.9% | +1,532.9% | +1,748.0% | +943.4% |
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