-86.7%
BB vs CPAY
+1,528.2%
-1,614.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | +0.5% | +0.6% | 0.0% | +0.2% |
| 30D | -12.4% | +3.6% | -16.0% | -13.8% |
| 3M | -15.3% | +16.6% | -31.9% | -21.7% |
| 6M | +128.8% | +29.5% | +99.3% | +101.6% |
| YTD | +107.7% | +35.3% | +72.4% | +77.7% |
| 1Y | +103.9% | +30.6% | +73.2% | +75.8% |
| 3Y | +72.6% | +49.7% | +22.8% | +37.7% |
| 5Y | -24.3% | +54.4% | -78.7% | -40.5% |
| 10Y | +3.1% | +142.8% | -139.7% | -33.4% |
| All | -86.7% | +1,528.2% | -1,614.9% | -94.8% |
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