-10.8%
BA vs CPAY
+96.6%
-107.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.7% | +11.9% | -13.6% | -5.4% |
| 30D | -9.5% | +15.1% | -24.5% | -13.7% |
| 3M | -26.5% | +16.5% | -43.0% | -30.3% |
| 6M | -27.4% | +33.1% | -60.5% | -34.4% |
| YTD | -20.6% | +52.2% | -72.8% | -32.9% |
| 1Y | -11.4% | +65.6% | -77.0% | -28.2% |
| 3Y | -10.8% | +100.2% | -111.0% | -30.0% |
| All | -10.8% | +96.6% | -107.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling