+1,934.0%
VRT vs CPAY
+112.3%
+1,821.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.2% |
| 7D | +10.5% | +1.6% | +9.0% | +9.8% |
| 30D | -9.3% | +17.6% | -26.9% | -16.4% |
| 3M | -29.6% | +8.7% | -38.3% | -32.9% |
| 6M | -45.4% | +39.5% | -84.9% | -54.4% |
| YTD | +24.8% | +53.6% | -28.8% | -3.8% |
| 1Y | +23.6% | +63.3% | -39.6% | -7.9% |
| 3Y | +379.7% | +101.7% | +278.0% | +217.3% |
| 5Y | +660.3% | +91.4% | +569.0% | +411.2% |
| All | +1,934.0% | +112.3% | +1,821.7% | +1,197.6% |
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