+25.4%
VTEB vs CPAY
+172.3%
-147.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -0.9% | -2.0% | +1.0% | -0.9% |
| 30D | -2.5% | -0.4% | -2.2% | -2.5% |
| 3M | -3.0% | +16.4% | -19.3% | -3.3% |
| 6M | -2.1% | +23.5% | -25.6% | -2.6% |
| YTD | -1.5% | +35.7% | -37.1% | -2.2% |
| 1Y | +0.2% | +30.2% | -30.0% | -0.5% |
| 3Y | +8.6% | +49.7% | -41.2% | +7.3% |
| 5Y | +1.2% | +56.6% | -55.4% | -0.3% |
| 10Y | +18.1% | +153.8% | -135.7% | +15.8% |
| All | +25.4% | +172.3% | -147.0% | +23.4% |
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