+678.6%
AU vs CPAY
+55.3%
+623.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.2% |
| 6M | +1.8% | +23.5% | -21.8% | -2.8% |
| YTD | +26.8% | +35.7% | -8.8% | +18.6% |
| 1Y | +66.7% | +30.2% | +36.5% | +56.9% |
| 3Y | +579.1% | +49.7% | +529.3% | +491.4% |
| All | +678.6% | +55.3% | +623.4% | +551.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling