+90.9%
APA vs CPAY
+89.5%
+1.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.0% |
| 7D | +8.5% | +1.6% | +7.0% | +7.8% |
| 30D | +2.8% | +17.6% | -14.8% | -5.3% |
| 3M | +21.7% | +8.7% | +13.0% | +16.4% |
| 6M | +32.6% | +39.5% | -6.9% | +11.0% |
| YTD | +103.7% | +53.6% | +50.1% | +56.0% |
| 1Y | +101.8% | +63.3% | +38.5% | +48.4% |
| 3Y | +48.1% | +101.7% | -53.7% | -8.5% |
| All | +90.9% | +89.5% | +1.3% | +19.2% |
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