+116.1%
ALL vs CPAY
+54.3%
+61.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -2.2% | -2.5% | +0.3% | -1.6% |
| 30D | -5.6% | +1.3% | -6.9% | -5.9% |
| 3M | +17.2% | +13.5% | +3.8% | +13.5% |
| 6M | +23.2% | +24.7% | -1.5% | +16.0% |
| YTD | +23.6% | +34.9% | -11.3% | +13.0% |
| 1Y | +29.2% | +29.7% | -0.5% | +19.0% |
| 3Y | +153.8% | +49.4% | +104.4% | +118.8% |
| 5Y | +116.1% | +53.5% | +62.6% | +74.5% |
| All | +116.1% | +54.3% | +61.8% | +74.5% |
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 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