+23.3%
BA vs CPAY
+219.9%
-196.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -1.1% | +1.6% | -2.6% | -2.0% |
| 30D | -7.1% | +17.6% | -24.7% | -15.7% |
| 3M | -25.5% | +8.7% | -34.2% | -29.4% |
| 6M | -28.7% | +39.5% | -68.3% | -42.0% |
| YTD | -21.0% | +53.6% | -74.6% | -41.4% |
| 1Y | -11.9% | +63.3% | -75.1% | -37.3% |
| 3Y | -16.2% | +101.7% | -117.9% | -51.1% |
| 5Y | -22.4% | +91.4% | -113.8% | -54.7% |
| All | +23.3% | +219.9% | -196.5% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling