+1,094.9%
ALL vs CPAY
+1,565.5%
-470.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | 0.0% | +2.1% | -2.1% | -0.6% |
| 30D | -1.5% | +5.5% | -7.0% | -3.1% |
| 3M | +23.6% | +16.6% | +7.1% | +17.7% |
| 6M | +22.3% | +26.7% | -4.3% | +12.9% |
| YTD | +26.5% | +38.4% | -11.8% | +12.7% |
| 1Y | +27.0% | +30.1% | -3.1% | +14.8% |
| 3Y | +149.6% | +52.6% | +97.0% | +108.8% |
| 5Y | +118.1% | +59.0% | +59.1% | +75.8% |
| 10Y | +369.0% | +148.4% | +220.6% | +221.4% |
| All | +1,094.9% | +1,565.5% | -470.6% | +344.9% |
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