+40.3%
BP vs CPAY
+49.2%
-8.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +5.7% | -2.7% | +8.4% | +6.0% |
| 30D | +8.1% | +0.6% | +7.5% | +8.0% |
| 3M | +8.6% | +17.0% | -8.4% | +6.4% |
| 6M | +18.1% | +24.1% | -6.0% | +14.8% |
| YTD | +37.6% | +35.7% | +1.9% | +30.9% |
| 1Y | +39.4% | +34.0% | +5.4% | +32.7% |
| All | +40.3% | +49.2% | -8.9% | +34.9% |
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