+158.8%
B vs CPAY
+54.3%
+104.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.0% | -2.5% | +3.5% | +1.5% |
| 30D | +9.5% | +1.3% | +8.2% | +9.2% |
| 3M | +14.3% | +13.5% | +0.8% | +11.8% |
| 6M | -1.9% | +24.7% | -26.6% | -5.6% |
| YTD | +4.1% | +34.9% | -30.9% | -1.4% |
| 1Y | +56.1% | +29.7% | +26.4% | +48.7% |
| 3Y | +202.0% | +49.4% | +152.6% | +171.4% |
| 5Y | +158.8% | +53.5% | +105.3% | +114.8% |
| All | +158.8% | +54.3% | +104.5% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling