+214.8%
B vs CPAY
+219.9%
-5.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -7.3% | +1.6% | -8.9% | -7.5% |
| 30D | -3.3% | +17.6% | -21.0% | -5.2% |
| 3M | -7.8% | +8.7% | -16.5% | -8.7% |
| 6M | -15.5% | +39.5% | -55.1% | -18.9% |
| YTD | -12.3% | +53.6% | -65.9% | -17.0% |
| 1Y | +5.4% | +63.3% | -57.9% | -1.1% |
| 3Y | +165.5% | +101.7% | +63.8% | +139.8% |
| 5Y | +107.0% | +91.4% | +15.7% | +85.1% |
| All | +214.8% | +219.9% | -5.0% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling