+240.2%
BA vs CPAY
+1,747.8%
-1,507.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -1.4% | +10.4% | -11.7% | -6.4% |
| 30D | -7.9% | +16.2% | -24.1% | -14.8% |
| 3M | -25.2% | +13.7% | -38.9% | -30.2% |
| 6M | -26.7% | +35.2% | -62.0% | -37.7% |
| YTD | -19.6% | +53.5% | -73.1% | -37.6% |
| 1Y | -10.6% | +58.9% | -69.5% | -32.1% |
| 3Y | -11.2% | +99.8% | -111.0% | -42.5% |
| 5Y | -20.4% | +93.3% | -113.7% | -48.7% |
| 10Y | +26.8% | +221.5% | -194.7% | -30.2% |
| All | +240.2% | +1,747.8% | -1,507.6% | +3.1% |
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