+66.7%
AU vs CPAY
+33.9%
+32.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | +26.3% | +16.4% | +10.0% | +22.3% |
| 6M | +1.8% | +23.5% | -21.8% | -3.0% |
| YTD | +26.8% | +35.7% | -8.8% | +21.9% |
| 1Y | +66.7% | +30.2% | +36.5% | +61.6% |
| All | +66.7% | +33.9% | +32.8% | +61.6% |
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