+386.2%
VT vs CPAY
+1,565.5%
-1,179.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.4% | +2.1% | -1.6% | -0.2% |
| 30D | +1.0% | +5.5% | -4.6% | -0.9% |
| 3M | +2.4% | +16.6% | -14.2% | -3.0% |
| 6M | +12.0% | +26.7% | -14.7% | +2.7% |
| YTD | +15.3% | +38.4% | -23.0% | +1.7% |
| 1Y | +22.6% | +30.1% | -7.6% | +9.8% |
| 3Y | +74.7% | +52.6% | +22.1% | +44.6% |
| 5Y | +66.1% | +59.0% | +7.2% | +32.8% |
| 10Y | +225.0% | +148.4% | +76.6% | +115.8% |
| All | +386.2% | +1,565.5% | -1,179.3% | +73.0% |
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