+296.4%
ARM vs CPAY
+52.0%
+244.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.3% |
| 7D | +5.5% | +2.1% | +3.4% | +4.5% |
| 30D | -8.2% | +5.5% | -13.7% | -10.5% |
| 3M | -35.9% | +16.6% | -52.5% | -40.4% |
| 6M | +103.1% | +26.7% | +76.5% | +80.3% |
| YTD | +130.6% | +38.4% | +92.3% | +94.2% |
| 1Y | +86.1% | +30.1% | +55.9% | +61.2% |
| All | +296.4% | +52.0% | +244.4% | +214.2% |
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 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