+1,008.9%
BE vs CPAY
+84.5%
+924.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.9% | +11.1% |
| 7D | +29.8% | +0.6% | +29.2% | +29.1% |
| 30D | +26.4% | +3.6% | +22.8% | +23.0% |
| 3M | +9.3% | +16.6% | -7.3% | -3.2% |
| 6M | +105.1% | +29.5% | +75.6% | +65.2% |
| YTD | +219.0% | +35.3% | +183.8% | +140.8% |
| 1Y | +418.8% | +30.6% | +388.1% | +293.9% |
| 3Y | +1,784.6% | +49.7% | +1,734.8% | +1,127.2% |
| 5Y | +1,251.0% | +54.4% | +1,196.5% | +761.6% |
| All | +1,008.9% | +84.5% | +924.4% | +529.8% |
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