+41.1%
AR vs CPAY
+155.3%
-114.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | 0.0% |
| 30D | +3.5% | +0.6% | +3.0% | +3.1% |
| 3M | +9.9% | +17.0% | -7.1% | +1.1% |
| 6M | +4.5% | +24.1% | -19.6% | -8.1% |
| YTD | +13.7% | +35.7% | -22.1% | -6.4% |
| 1Y | +19.2% | +34.0% | -14.8% | -1.9% |
| 3Y | +46.2% | +50.3% | -4.1% | +8.3% |
| 5Y | +145.9% | +56.7% | +89.2% | +73.4% |
| All | +41.1% | +155.3% | -114.2% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling