+0.9%
BB vs CPAY
+155.2%
-154.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -0.4% | -2.0% | +1.6% | +0.5% |
| 30D | -12.5% | -0.4% | -12.2% | -12.6% |
| 3M | -17.4% | +16.4% | -33.8% | -24.2% |
| 6M | +119.1% | +23.5% | +95.6% | +94.9% |
| YTD | +102.4% | +35.7% | +66.7% | +69.9% |
| 1Y | +98.2% | +30.2% | +68.0% | +68.4% |
| 3Y | +46.9% | +49.7% | -2.8% | +13.6% |
| 5Y | -26.4% | +56.6% | -82.9% | -44.8% |
| All | +0.9% | +155.2% | -154.2% | -39.5% |
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 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