+4,679.1%
URI vs CPAY
+1,565.5%
+3,113.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -2.0% | +2.1% | -4.1% | -3.3% |
| 30D | -12.9% | +5.5% | -18.5% | -16.2% |
| 3M | -6.7% | +16.6% | -23.3% | -16.4% |
| 6M | +19.0% | +26.7% | -7.7% | -1.2% |
| YTD | +25.5% | +38.4% | -12.8% | -3.4% |
| 1Y | +5.5% | +30.1% | -24.6% | -16.3% |
| 3Y | +111.3% | +52.6% | +58.7% | +45.9% |
| 5Y | +198.6% | +59.0% | +139.6% | +95.9% |
| 10Y | +1,179.9% | +148.4% | +1,031.5% | +485.1% |
| All | +4,679.1% | +1,565.5% | +3,113.6% | +474.2% |
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