+5.4%
B vs CPAY
+62.3%
-56.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | -7.3% | +1.6% | -8.9% | -7.5% |
| 30D | -3.3% | +17.6% | -21.0% | -5.6% |
| 3M | -7.8% | +8.7% | -16.5% | -9.1% |
| 6M | -15.5% | +39.5% | -55.1% | -19.5% |
| YTD | -12.3% | +53.6% | -65.9% | -15.1% |
| 1Y | +5.4% | +63.3% | -57.9% | +1.9% |
| All | +5.4% | +62.3% | -56.9% | +1.9% |
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