+8.2%
BR vs CPAY
+55.3%
-47.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | -2.0% | -1.0% | -2.3% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +17.3% | +16.4% | +0.9% | +11.7% |
| 6M | -6.7% | +23.5% | -30.2% | -13.1% |
| YTD | -23.4% | +35.7% | -59.1% | -31.7% |
| 1Y | -32.7% | +30.2% | -62.8% | -39.2% |
| 3Y | -5.9% | +49.7% | -55.6% | -22.5% |
| All | +8.2% | +55.3% | -47.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling