+11.7%
B vs CPAY
+1,528.2%
-1,516.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.2% |
| 7D | +2.3% | +0.6% | +1.8% | +2.3% |
| 30D | +1.4% | +3.6% | -2.2% | +0.9% |
| 3M | +12.2% | +16.6% | -4.4% | +10.1% |
| 6M | -2.1% | +29.5% | -31.6% | -5.1% |
| YTD | +2.9% | +35.3% | -32.3% | -1.0% |
| 1Y | +55.3% | +30.6% | +24.7% | +49.7% |
| 3Y | +198.7% | +49.7% | +148.9% | +180.4% |
| 5Y | +153.8% | +54.4% | +99.3% | +134.0% |
| 10Y | +193.4% | +142.8% | +50.6% | +153.0% |
| All | +11.7% | +1,528.2% | -1,516.5% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling