-3.2%
BAH vs CPAY
+54.3%
-57.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.8% |
| 30D | -6.6% | +1.3% | -7.9% | -6.9% |
| 3M | -7.2% | +13.5% | -20.6% | -9.5% |
| 6M | -10.0% | +24.7% | -34.7% | -14.1% |
| YTD | -12.5% | +34.9% | -47.4% | -17.7% |
| 1Y | -27.9% | +29.7% | -57.6% | -31.9% |
| 3Y | -31.4% | +49.4% | -80.8% | -37.8% |
| 5Y | -3.2% | +53.5% | -56.7% | -12.9% |
| All | -3.2% | +54.3% | -57.6% | -12.9% |
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