+29.5%
A vs CPAY
+49.2%
-19.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -4.3% | +0.6% | -4.8% | -4.5% |
| 3M | +8.9% | +17.0% | -8.1% | +3.6% |
| 6M | +24.5% | +24.1% | +0.4% | +15.7% |
| YTD | +5.8% | +35.7% | -29.9% | -5.8% |
| 1Y | +16.2% | +34.0% | -17.8% | +3.7% |
| All | +29.5% | +49.2% | -19.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling