+415.6%
TECH vs CPAY
+1,748.9%
-1,333.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +0.1% | +1.6% | -1.4% | -0.3% |
| 30D | +0.5% | +17.6% | -17.1% | -4.6% |
| 3M | +1.1% | +8.7% | -7.6% | -1.8% |
| 6M | +62.8% | +39.5% | +23.3% | +45.3% |
| YTD | +24.5% | +53.6% | -29.1% | +6.4% |
| 1Y | +20.6% | +63.3% | -42.6% | +1.0% |
| 3Y | +29.5% | +101.7% | -72.2% | +0.3% |
| 5Y | -40.9% | +91.4% | -132.3% | -54.1% |
| 10Y | +189.5% | +221.7% | -32.2% | +90.2% |
| All | +415.6% | +1,748.9% | -1,333.3% | +113.3% |
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