-39.3%
BAX vs CPAY
+155.2%
-194.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -7.9% | -2.0% | -5.9% | -7.3% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | +16.2% | +16.4% | -0.2% | +10.6% |
| 6M | +32.0% | +23.5% | +8.5% | +22.7% |
| YTD | +24.7% | +35.7% | -10.9% | +12.6% |
| 1Y | -2.6% | +30.2% | -32.8% | -11.1% |
| 3Y | -35.0% | +49.7% | -84.7% | -43.7% |
| 5Y | -67.6% | +56.6% | -124.1% | -72.9% |
| All | -39.3% | +155.2% | -194.5% | -54.6% |
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