-35.7%
AUR vs CPAY
+42.8%
-78.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +1.4% | -2.0% | +3.4% | +2.9% |
| 30D | -6.4% | -0.4% | -6.0% | -6.2% |
| 3M | +7.7% | +16.4% | -8.6% | -5.6% |
| 6M | +44.5% | +23.5% | +21.0% | +18.8% |
| YTD | +67.4% | +35.7% | +31.8% | +24.0% |
| 1Y | +15.4% | +30.2% | -14.7% | -12.6% |
| 3Y | +94.8% | +49.7% | +45.1% | +28.9% |
| 5Y | -35.1% | +56.6% | -91.7% | -62.5% |
| All | -35.7% | +42.8% | -78.5% | -62.7% |
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