+357.3%
VT vs CPAY
+1,720.6%
-1,363.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -2.3% | +13.5% | -15.8% | -6.4% |
| 30D | -5.0% | +13.1% | -18.1% | -8.9% |
| 3M | -4.9% | +14.3% | -19.2% | -9.2% |
| 6M | -1.5% | +49.0% | -50.6% | -14.4% |
| YTD | +8.5% | +51.3% | -42.8% | -7.3% |
| 1Y | +11.4% | +63.7% | -52.4% | -7.5% |
| 3Y | +70.1% | +95.0% | -24.9% | +29.4% |
| 5Y | +53.7% | +86.0% | -32.2% | +16.7% |
| 10Y | +220.0% | +203.3% | +16.6% | +99.6% |
| All | +357.3% | +1,720.6% | -1,363.3% | +57.7% |
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