+476.4%
BHP vs CPAY
+155.2%
+321.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -2.0% | -1.7% | -2.9% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +1.2% | +16.4% | -15.2% | -5.1% |
| 6M | +21.4% | +23.5% | -2.1% | +10.6% |
| YTD | +50.4% | +35.7% | +14.8% | +29.9% |
| 1Y | +67.5% | +30.2% | +37.3% | +46.3% |
| 3Y | +72.8% | +49.7% | +23.1% | +36.7% |
| 5Y | +112.6% | +56.6% | +56.0% | +60.3% |
| All | +476.4% | +155.2% | +321.3% | +250.4% |
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