+22.7%
BAX vs CPAY
+1,748.9%
-1,726.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +4.1% | +17.6% | -13.5% | -1.0% |
| 3M | -4.5% | +8.7% | -13.2% | -7.1% |
| 6M | +49.2% | +39.5% | +9.7% | +34.5% |
| YTD | +35.2% | +53.6% | -18.3% | +18.2% |
| 1Y | +38.3% | +63.3% | -25.0% | +18.7% |
| 3Y | -19.0% | +101.7% | -120.8% | -35.1% |
| 5Y | -64.2% | +91.4% | -155.6% | -71.4% |
| 10Y | -35.7% | +221.7% | -257.4% | -56.4% |
| All | +22.7% | +1,748.9% | -1,726.2% | -49.7% |
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