-13.1%
BR vs CPAY
+59.0%
-72.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | +0.1% | +2.2% |
| 7D | +7.0% | +5.7% | +1.2% | +5.4% |
| 30D | +19.0% | +4.2% | +14.8% | +17.7% |
| 3M | +13.1% | +5.6% | +7.5% | +11.6% |
| 6M | +24.6% | +34.7% | -10.0% | +18.2% |
| YTD | -13.6% | +39.1% | -52.7% | -19.7% |
| 1Y | -13.1% | +60.3% | -73.4% | -18.9% |
| All | -13.1% | +59.0% | -72.2% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling