+916.0%
BAH vs CPAY
+1,528.2%
-612.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | -4.5% | +3.6% | -8.1% | -5.4% |
| 3M | -7.6% | +16.6% | -24.2% | -11.2% |
| 6M | -10.6% | +29.5% | -40.1% | -16.8% |
| YTD | -12.6% | +35.3% | -47.8% | -19.7% |
| 1Y | -27.0% | +30.6% | -57.6% | -32.5% |
| 3Y | -31.5% | +49.7% | -81.2% | -40.4% |
| 5Y | -3.8% | +54.4% | -58.3% | -18.9% |
| 10Y | +183.9% | +142.8% | +41.1% | +100.4% |
| All | +916.0% | +1,528.2% | -612.2% | +271.0% |
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 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