+47.8%
VMC vs CPAY
+55.3%
-7.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.8% | -2.0% | -1.8% | -3.1% |
| 30D | -9.7% | -0.4% | -9.3% | -9.7% |
| 3M | -9.6% | +16.4% | -26.0% | -14.6% |
| 6M | -4.8% | +23.5% | -28.4% | -12.6% |
| YTD | -10.9% | +35.7% | -46.5% | -21.9% |
| 1Y | -15.6% | +30.2% | -45.8% | -25.1% |
| 3Y | +19.3% | +49.7% | -30.4% | -4.2% |
| All | +47.8% | +55.3% | -7.5% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling