+690.8%
TEL vs CPAY
+1,524.4%
-833.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | -2.5% | +3.7% | +2.3% |
| 30D | -4.1% | +1.3% | -5.4% | -4.8% |
| 3M | -2.6% | +13.5% | -16.1% | -8.0% |
| 6M | 0.0% | +24.7% | -24.7% | -9.9% |
| YTD | -9.1% | +34.9% | -44.0% | -21.9% |
| 1Y | -0.8% | +29.7% | -30.5% | -14.0% |
| 3Y | +67.4% | +49.4% | +18.0% | +33.3% |
| 5Y | +51.8% | +53.5% | -1.7% | +17.0% |
| 10Y | +299.4% | +152.5% | +147.0% | +144.8% |
| All | +690.8% | +1,524.4% | -833.6% | +147.6% |
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