+504.1%
A vs CPAY
+1,528.2%
-1,024.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.8% |
| 7D | -2.1% | +0.6% | -2.6% | -2.3% |
| 30D | +0.6% | +3.6% | -3.0% | -0.8% |
| 3M | +10.9% | +16.6% | -5.7% | +4.0% |
| 6M | +28.2% | +29.5% | -1.3% | +14.4% |
| YTD | +8.6% | +35.3% | -26.7% | -5.9% |
| 1Y | +15.5% | +30.6% | -15.1% | +1.0% |
| 3Y | +31.8% | +49.7% | -17.9% | +6.7% |
| 5Y | -14.9% | +54.4% | -69.3% | -33.6% |
| 10Y | +237.8% | +142.8% | +95.0% | +104.8% |
| All | +504.1% | +1,528.2% | -1,024.1% | +41.5% |
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