+120.4%
AS vs CPAY
+43.4%
+77.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -4.9% | +2.1% | -7.0% | -5.8% |
| 30D | -19.6% | +5.5% | -25.1% | -21.6% |
| 3M | -14.4% | +16.6% | -31.0% | -20.2% |
| 6M | -20.1% | +26.7% | -46.8% | -28.7% |
| YTD | -20.9% | +38.4% | -59.3% | -33.0% |
| 1Y | -21.9% | +30.1% | -52.0% | -31.7% |
| All | +120.4% | +43.4% | +77.0% | +99.7% |
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