+5,129.1%
URI vs CPAY
+1,738.6%
+3,390.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.3% |
| 7D | -6.0% | +13.1% | -19.0% | -13.5% |
| 30D | +4.6% | +15.5% | -10.9% | -5.1% |
| 3M | -2.7% | +14.7% | -17.4% | -11.7% |
| 6M | +18.4% | +33.6% | -15.2% | -3.8% |
| YTD | +37.4% | +52.7% | -15.4% | -1.5% |
| 1Y | +30.4% | +63.5% | -33.2% | -10.9% |
| 3Y | +147.9% | +98.8% | +49.1% | +42.4% |
| 5Y | +202.1% | +88.6% | +113.5% | +76.8% |
| 10Y | +1,182.4% | +213.8% | +968.7% | +399.3% |
| All | +5,129.1% | +1,738.6% | +3,390.5% | +485.7% |
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