-29.4%
TSCO vs CPAY
+59.0%
-88.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.3% | +3.8% |
| 7D | +15.7% | +5.7% | +10.0% | +14.8% |
| 30D | +16.4% | +4.2% | +12.2% | +15.8% |
| 3M | +11.2% | +5.6% | +5.6% | +10.4% |
| 6M | +14.9% | +34.7% | -19.7% | +11.7% |
| YTD | -25.4% | +39.1% | -64.5% | -27.9% |
| 1Y | -29.4% | +60.3% | -89.7% | -32.8% |
| All | -29.4% | +59.0% | -88.4% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling