+371.6%
ALL vs CPAY
+219.9%
+151.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +5.0% | +1.6% | +3.5% | +4.5% |
| 30D | +13.3% | +17.6% | -4.3% | +7.6% |
| 3M | +3.2% | +8.7% | -5.5% | +0.3% |
| 6M | +25.3% | +39.5% | -14.2% | +12.3% |
| YTD | +30.5% | +53.6% | -23.1% | +11.5% |
| 1Y | +29.2% | +63.3% | -34.1% | +8.0% |
| 3Y | +119.1% | +101.7% | +17.4% | +64.1% |
| 5Y | +162.6% | +91.4% | +71.2% | +95.3% |
| All | +371.6% | +219.9% | +151.8% | +217.6% |
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 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