-11.5%
A vs CPAY
+55.3%
-66.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | +13.6% | +16.4% | -2.7% | +7.1% |
| 6M | +27.8% | +23.5% | +4.3% | +17.1% |
| YTD | +8.6% | +35.7% | -27.0% | -5.3% |
| 1Y | +16.9% | +30.2% | -13.3% | +3.2% |
| 3Y | +32.9% | +49.7% | -16.8% | +8.0% |
| All | -11.5% | +55.3% | -66.8% | -34.6% |
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