+26.6%
BA vs CPAY
+203.9%
-177.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | 0.0% | +13.1% | -13.0% | -7.1% |
| 30D | -8.9% | +15.5% | -24.4% | -16.5% |
| 3M | -25.5% | +14.7% | -40.2% | -31.6% |
| 6M | -27.0% | +33.6% | -60.6% | -39.1% |
| YTD | -20.1% | +52.7% | -72.9% | -40.5% |
| 1Y | -11.0% | +63.5% | -74.5% | -36.8% |
| 3Y | -11.8% | +98.8% | -110.6% | -48.1% |
| 5Y | -20.6% | +88.6% | -109.2% | -53.2% |
| 10Y | +26.6% | +213.8% | -187.1% | -32.0% |
| All | +26.6% | +203.9% | -177.3% | -32.0% |
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