+194.5%
TROW vs CPAY
+1,533.9%
-1,339.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.8% |
| 30D | -5.5% | +0.6% | -6.0% | -5.8% |
| 3M | +2.3% | +17.0% | -14.8% | -5.4% |
| 6M | +23.9% | +24.1% | -0.2% | +10.4% |
| YTD | +7.9% | +35.7% | -27.8% | -9.3% |
| 1Y | +6.1% | +34.0% | -27.9% | -10.7% |
| 3Y | +13.8% | +50.3% | -36.4% | -11.6% |
| 5Y | -38.2% | +56.7% | -94.9% | -53.6% |
| 10Y | +131.3% | +153.9% | -22.7% | +35.5% |
| All | +194.5% | +1,533.9% | -1,339.4% | -27.1% |
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