+412.4%
TECH vs CPAY
+1,565.5%
-1,153.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.5% |
| 30D | +0.7% | +5.5% | -4.8% | -1.1% |
| 3M | +36.3% | +16.6% | +19.8% | +29.1% |
| 6M | +25.6% | +26.7% | -1.1% | +15.2% |
| YTD | +23.7% | +38.4% | -14.7% | +9.4% |
| 1Y | +37.6% | +30.1% | +7.5% | +23.8% |
| 3Y | -6.6% | +52.6% | -59.2% | -20.9% |
| 5Y | -42.2% | +59.0% | -101.2% | -52.6% |
| 10Y | +187.6% | +148.4% | +39.2% | +102.7% |
| All | +412.4% | +1,565.5% | -1,153.1% | +119.5% |
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