+42.1%
TLT vs CPAY
+1,528.2%
-1,486.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.5% |
| 30D | -0.3% | +3.6% | -3.9% | 0.0% |
| 3M | -1.7% | +16.6% | -18.4% | -0.5% |
| 6M | -4.9% | +29.5% | -34.4% | -2.7% |
| YTD | -2.8% | +35.3% | -38.1% | 0.0% |
| 1Y | -4.2% | +30.6% | -34.8% | -1.7% |
| 3Y | -1.1% | +49.7% | -50.8% | +3.7% |
| 5Y | -33.7% | +54.4% | -88.1% | -29.7% |
| 10Y | -20.7% | +142.8% | -163.5% | -7.5% |
| All | +42.1% | +1,528.2% | -1,486.1% | +130.8% |
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