+76.5%
VUG vs CPAY
+53.2%
+23.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -1.9% | -2.7% | +0.8% | -0.9% |
| 30D | -1.6% | +0.6% | -2.1% | -1.9% |
| 3M | +4.4% | +17.0% | -12.7% | -2.1% |
| 6M | +13.2% | +24.1% | -10.9% | +3.1% |
| YTD | +7.5% | +35.7% | -28.2% | -6.8% |
| 1Y | +12.5% | +34.0% | -21.5% | -2.5% |
| 3Y | +86.0% | +50.3% | +35.7% | +47.1% |
| 5Y | +76.5% | +56.7% | +19.8% | +27.1% |
| All | +76.5% | +53.2% | +23.3% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling