+78.7%
VSAT vs CPAY
+1,528.2%
-1,449.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +4.3% |
| 7D | +17.3% | +0.6% | +16.8% | +17.0% |
| 30D | -3.3% | +3.6% | -6.9% | -5.1% |
| 3M | +18.7% | +16.6% | +2.1% | +9.4% |
| 6M | +77.6% | +29.5% | +48.1% | +54.5% |
| YTD | +125.6% | +35.3% | +90.4% | +89.7% |
| 1Y | +158.3% | +30.6% | +127.7% | +120.5% |
| 3Y | +226.1% | +49.7% | +176.4% | +155.7% |
| 5Y | +54.7% | +54.4% | +0.2% | +16.7% |
| 10Y | +3.5% | +142.8% | -139.3% | -37.3% |
| All | +78.7% | +1,528.2% | -1,449.5% | -49.9% |
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