-46.9%
BBWI vs CPAY
+48.3%
-95.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.2% |
| 7D | -4.4% | -2.5% | -1.9% | -3.2% |
| 30D | -7.4% | +1.3% | -8.7% | -8.1% |
| 3M | -2.2% | +13.5% | -15.7% | -8.7% |
| 6M | -16.3% | +24.7% | -41.0% | -26.3% |
| YTD | -9.1% | +34.9% | -44.1% | -24.2% |
| 1Y | -34.5% | +29.7% | -64.2% | -44.4% |
| All | -46.9% | +48.3% | -95.2% | -61.8% |
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 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