-27.4%
BAH vs CPAY
+29.9%
-57.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | +2.0% | +5.5% | -3.5% | +0.4% |
| 3M | -7.6% | +16.6% | -24.2% | -11.8% |
| 6M | -5.7% | +26.7% | -32.3% | -11.8% |
| YTD | -11.7% | +38.4% | -50.1% | -19.1% |
| 1Y | -27.4% | +30.1% | -57.5% | -32.0% |
| All | -27.4% | +29.9% | -57.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling