+169.3%
VSH vs CPAY
+1,528.2%
-1,358.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | +6.2% | +0.6% | +5.7% | +5.9% |
| 30D | -11.1% | +3.6% | -14.7% | -13.0% |
| 3M | -44.9% | +16.6% | -61.5% | -50.1% |
| 6M | +90.0% | +29.5% | +60.5% | +60.8% |
| YTD | +118.8% | +35.3% | +83.5% | +77.8% |
| 1Y | +109.0% | +30.6% | +78.3% | +72.0% |
| 3Y | +35.6% | +49.7% | -14.1% | +4.1% |
| 5Y | +66.7% | +54.4% | +12.3% | +22.6% |
| 10Y | +167.9% | +142.8% | +25.1% | +51.9% |
| All | +169.3% | +1,528.2% | -1,358.9% | -45.7% |
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