-4.1%
B vs CPAY
+1,724.0%
-1,728.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.0% |
| 7D | -6.2% | +2.0% | -8.2% | -6.4% |
| 30D | -6.6% | +14.3% | -20.9% | -8.1% |
| 3M | -7.9% | +11.3% | -19.2% | -9.0% |
| 6M | -16.8% | +34.8% | -51.6% | -19.7% |
| YTD | -11.7% | +51.5% | -63.2% | -16.2% |
| 1Y | +3.5% | +59.0% | -55.6% | -2.3% |
| 3Y | +165.7% | +97.2% | +68.5% | +141.8% |
| 5Y | +108.4% | +88.8% | +19.6% | +88.3% |
| 10Y | +212.7% | +217.3% | -4.7% | +162.0% |
| All | -4.1% | +1,724.0% | -1,728.2% | -41.0% |
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