+2,085.6%
V vs CPAY
+1,565.5%
+520.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.7% | +2.1% | -3.8% | -2.6% |
| 30D | +2.0% | +5.5% | -3.6% | -0.4% |
| 3M | +17.4% | +16.6% | +0.8% | +9.8% |
| 6M | +17.5% | +26.7% | -9.2% | +5.3% |
| YTD | +7.6% | +38.4% | -30.8% | -8.3% |
| 1Y | +7.7% | +30.1% | -22.4% | -6.3% |
| 3Y | +54.7% | +52.6% | +2.1% | +21.8% |
| 5Y | +73.0% | +59.0% | +14.1% | +31.3% |
| 10Y | +390.9% | +148.4% | +242.5% | +208.3% |
| All | +2,085.6% | +1,565.5% | +520.2% | +738.5% |
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