-10.6%
BA vs CPAY
+59.0%
-69.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +1.7% |
| 7D | +5.9% | +5.7% | +0.2% | +5.0% |
| 30D | -8.2% | +4.2% | -12.4% | -8.7% |
| 3M | -25.4% | +5.6% | -30.9% | -26.0% |
| 6M | -20.0% | +34.7% | -54.7% | -22.9% |
| YTD | -18.5% | +39.1% | -57.6% | -21.1% |
| 1Y | -10.6% | +60.3% | -70.9% | -12.7% |
| All | -10.6% | +59.0% | -69.7% | -12.7% |
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