+199.9%
B vs CPAY
+155.3%
+44.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.0% | -2.7% | -2.4% | -4.7% |
| 30D | +8.7% | +0.6% | +8.1% | +8.6% |
| 3M | +17.3% | +17.0% | +0.3% | +14.9% |
| 6M | -5.0% | +24.1% | -29.2% | -7.8% |
| YTD | +1.4% | +35.7% | -34.3% | -2.8% |
| 1Y | +50.5% | +34.0% | +16.5% | +44.2% |
| 3Y | +194.4% | +50.3% | +144.1% | +174.3% |
| 5Y | +156.7% | +56.7% | +100.0% | +133.4% |
| All | +199.9% | +155.3% | +44.6% | +136.6% |
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 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