+138.0%
BP vs CPAY
+1,565.5%
-1,427.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +3.9% | +2.1% | +1.9% | +3.1% |
| 30D | +7.6% | +5.5% | +2.1% | +5.4% |
| 3M | +0.7% | +16.6% | -15.9% | -5.4% |
| 6M | +15.5% | +26.7% | -11.2% | +4.0% |
| YTD | +30.8% | +38.4% | -7.5% | +12.3% |
| 1Y | +34.3% | +30.1% | +4.2% | +17.2% |
| 3Y | +35.1% | +52.6% | -17.5% | +6.1% |
| 5Y | +126.8% | +59.0% | +67.9% | +70.6% |
| 10Y | +123.4% | +148.4% | -25.0% | +40.0% |
| All | +138.0% | +1,565.5% | -1,427.5% | -18.2% |
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