+202.5%
BAH vs CPAY
+155.2%
+47.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.3% | -2.0% | +6.2% | +4.7% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | -0.9% | +16.4% | -17.3% | -4.5% |
| 6M | +1.5% | +23.5% | -22.1% | -3.9% |
| YTD | -8.0% | +35.7% | -43.6% | -14.9% |
| 1Y | -24.7% | +30.2% | -54.9% | -29.9% |
| 3Y | -28.4% | +49.7% | -78.1% | -36.9% |
| 5Y | +2.8% | +56.6% | -53.8% | -12.2% |
| All | +202.5% | +155.2% | +47.4% | +119.5% |
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