+358.0%
ALL vs CPAY
+155.3%
+202.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | +13.2% | +17.0% | -3.8% | +7.7% |
| 6M | +22.5% | +24.1% | -1.6% | +13.6% |
| YTD | +22.7% | +35.7% | -13.0% | +9.5% |
| 1Y | +28.3% | +34.0% | -5.7% | +14.4% |
| 3Y | +152.0% | +50.3% | +101.8% | +109.9% |
| 5Y | +115.4% | +56.7% | +58.8% | +72.1% |
| All | +358.0% | +155.3% | +202.7% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling