+520.8%
APP vs CPAY
+59.2%
+461.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | +48.9% | +10.4% | +38.6% | +40.4% |
| 30D | +49.4% | +16.2% | +33.3% | +36.2% |
| 3M | +27.0% | +13.7% | +13.3% | +17.3% |
| 6M | -15.4% | +35.2% | -50.6% | -31.4% |
| YTD | -39.9% | +53.5% | -93.4% | -56.4% |
| 1Y | -32.0% | +58.9% | -90.9% | -52.1% |
| 3Y | +824.3% | +99.8% | +724.5% | +420.6% |
| 5Y | +252.4% | +93.3% | +159.2% | +99.1% |
| All | +520.8% | +59.2% | +461.7% | +264.7% |
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