+61.8%
VNQ vs CPAY
+155.2%
-93.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.3% | -2.0% | +0.7% | -0.6% |
| 30D | -2.6% | -0.4% | -2.2% | -2.5% |
| 3M | -2.0% | +16.4% | -18.4% | -7.1% |
| 6M | +4.3% | +23.5% | -19.2% | -3.7% |
| YTD | +9.2% | +35.7% | -26.4% | -3.3% |
| 1Y | +5.6% | +30.2% | -24.6% | -5.6% |
| 3Y | +30.8% | +49.7% | -18.9% | +7.9% |
| 5Y | +8.0% | +56.6% | -48.6% | -14.7% |
| All | +61.8% | +155.2% | -93.4% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling