+316.2%
TGT vs CPAY
+1,533.9%
-1,217.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -5.0% | -2.7% | -2.4% | -4.4% |
| 30D | +3.0% | +0.6% | +2.5% | +2.9% |
| 3M | +22.6% | +17.0% | +5.6% | +17.8% |
| 6M | +31.2% | +24.1% | +7.1% | +23.5% |
| YTD | +63.7% | +35.7% | +28.0% | +49.6% |
| 1Y | +78.5% | +34.0% | +44.5% | +63.2% |
| 3Y | +40.5% | +50.3% | -9.7% | +24.0% |
| 5Y | -25.6% | +56.7% | -82.2% | -36.0% |
| 10Y | +204.7% | +153.9% | +50.8% | +133.8% |
| All | +316.2% | +1,533.9% | -1,217.7% | +123.8% |
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