+134.1%
BP vs CPAY
+155.2%
-21.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.2% | -2.0% | +7.2% | +6.0% |
| 30D | +8.7% | -0.4% | +9.1% | +8.7% |
| 3M | +9.3% | +16.4% | -7.0% | +2.7% |
| 6M | +13.6% | +23.5% | -9.9% | +3.2% |
| YTD | +37.7% | +35.7% | +2.0% | +18.5% |
| 1Y | +40.6% | +30.2% | +10.5% | +22.3% |
| 3Y | +40.3% | +49.7% | -9.4% | +9.5% |
| 5Y | +141.4% | +56.6% | +84.9% | +79.0% |
| All | +134.1% | +155.2% | -21.0% | +53.4% |
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