+73.8%
AA vs CPAY
+1,528.2%
-1,454.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.8% | +4.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.2% |
| 30D | +3.3% | +3.6% | -0.3% | +0.8% |
| 3M | -29.4% | +16.6% | -46.0% | -36.3% |
| 6M | -12.8% | +29.5% | -42.3% | -27.2% |
| YTD | -2.1% | +35.3% | -37.4% | -22.2% |
| 1Y | +62.8% | +30.6% | +32.1% | +31.4% |
| 3Y | +90.5% | +49.7% | +40.7% | +39.0% |
| 5Y | +19.1% | +54.4% | -35.4% | -15.0% |
| 10Y | +124.8% | +142.8% | -18.0% | +26.8% |
| All | +73.8% | +1,528.2% | -1,454.4% | -60.5% |
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