+2,723.0%
VRT vs CPAY
+91.2%
+2,631.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.7% |
| 7D | +9.1% | +2.1% | +7.0% | +8.1% |
| 30D | +0.9% | +5.5% | -4.6% | -1.7% |
| 3M | -13.4% | +16.6% | -29.9% | -20.2% |
| 6M | +11.7% | +26.7% | -15.0% | -2.7% |
| YTD | +73.2% | +38.4% | +34.9% | +41.4% |
| 1Y | +123.4% | +30.1% | +93.3% | +86.3% |
| 3Y | +606.2% | +52.6% | +553.6% | +440.6% |
| 5Y | +899.9% | +59.0% | +840.9% | +631.5% |
| All | +2,723.0% | +91.2% | +2,631.8% | +1,806.8% |
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 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