+196.6%
B vs CPAY
+48.3%
+148.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | +9.5% | +1.3% | +8.2% | +9.3% |
| 3M | +14.3% | +13.5% | +0.8% | +12.4% |
| 6M | -1.9% | +24.7% | -26.6% | -4.6% |
| YTD | +4.1% | +34.9% | -30.9% | +0.3% |
| 1Y | +56.1% | +29.7% | +26.4% | +51.4% |
| All | +196.6% | +48.3% | +148.2% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling