-33.4%
BAX vs CPAY
+48.3%
-81.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.1% | -2.5% | -2.6% | -4.1% |
| 30D | -12.2% | +1.3% | -13.5% | -12.7% |
| 3M | +21.8% | +13.5% | +8.3% | +15.2% |
| 6M | +36.3% | +24.7% | +11.6% | +23.1% |
| YTD | +27.8% | +34.9% | -7.1% | +11.8% |
| 1Y | -0.1% | +29.7% | -29.7% | -11.5% |
| All | -33.4% | +48.3% | -81.7% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling