+7.2%
BAH vs CPAY
+89.5%
-82.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | +1.7% | +1.6% | +0.2% | +1.4% |
| 30D | +20.8% | +17.6% | +3.2% | +16.8% |
| 3M | +11.6% | +8.7% | +2.9% | +9.6% |
| 6M | +23.1% | +39.5% | -16.4% | +15.1% |
| YTD | +5.3% | +53.6% | -48.3% | -3.6% |
| 1Y | +6.1% | +63.3% | -57.1% | -3.9% |
| 3Y | -27.5% | +101.7% | -129.2% | -38.1% |
| All | +7.2% | +89.5% | -82.3% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling