+34.3%
ARM vs CPAY
+57.5%
-23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +19.8% | +2.0% | +17.8% | +19.6% |
| 30D | -21.8% | +14.3% | -36.0% | -23.4% |
| 3M | -26.5% | +11.3% | -37.8% | -27.7% |
| 6M | -3.9% | +34.8% | -38.7% | -10.2% |
| YTD | +82.8% | +51.5% | +31.2% | +62.2% |
| 1Y | +34.3% | +59.0% | -24.7% | +19.8% |
| All | +34.3% | +57.5% | -23.2% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling