+18.2%
BAX vs CPAY
+1,528.2%
-1,510.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -9.7% | +3.6% | -13.3% | -10.7% |
| 3M | +29.3% | +16.6% | +12.6% | +23.3% |
| 6M | +40.7% | +29.5% | +11.2% | +29.5% |
| YTD | +30.3% | +35.3% | -5.0% | +18.5% |
| 1Y | +3.4% | +30.6% | -27.2% | -5.1% |
| 3Y | -32.0% | +49.7% | -81.8% | -40.6% |
| 5Y | -66.9% | +54.4% | -121.3% | -71.9% |
| 10Y | -37.1% | +142.8% | -179.9% | -54.0% |
| All | +18.2% | +1,528.2% | -1,510.0% | -49.5% |
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 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