+391.7%
APP vs CPAY
+43.5%
+348.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.8% |
| 7D | +0.9% | +2.1% | -1.2% | -0.5% |
| 30D | -23.3% | +5.5% | -28.8% | -26.3% |
| 3M | -42.6% | +16.6% | -59.2% | -48.9% |
| 6M | -33.6% | +26.7% | -60.3% | -45.1% |
| YTD | -52.4% | +38.4% | -90.8% | -63.2% |
| 1Y | -35.9% | +30.1% | -66.0% | -48.9% |
| 3Y | +642.2% | +52.6% | +589.6% | +410.2% |
| 5Y | +311.1% | +59.0% | +252.1% | +147.9% |
| All | +391.7% | +43.5% | +348.2% | +207.3% |
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