+310.7%
BA vs CPAY
+1,528.2%
-1,217.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | -10.1% | +3.6% | -13.7% | -11.8% |
| 3M | -2.4% | +16.6% | -19.0% | -10.2% |
| 6M | -8.8% | +29.5% | -38.3% | -21.2% |
| YTD | -2.9% | +35.3% | -38.2% | -19.4% |
| 1Y | -8.8% | +30.6% | -39.4% | -23.4% |
| 3Y | -0.3% | +49.7% | -50.0% | -24.8% |
| 5Y | -0.3% | +54.4% | -54.7% | -27.7% |
| 10Y | +72.3% | +142.8% | -70.5% | +6.4% |
| All | +310.7% | +1,528.2% | -1,217.5% | +33.1% |
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