+957.2%
BR vs CPAY
+1,524.4%
-567.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | -2.5% | +1.3% | -3.8% | -2.9% |
| 3M | +13.5% | +13.5% | 0.0% | +9.0% |
| 6M | -9.4% | +24.7% | -34.1% | -16.0% |
| YTD | -23.3% | +34.9% | -58.2% | -31.3% |
| 1Y | -31.6% | +29.7% | -61.3% | -38.2% |
| 3Y | -5.1% | +49.4% | -54.5% | -20.2% |
| 5Y | +8.2% | +53.5% | -45.3% | -11.7% |
| 10Y | +189.8% | +152.5% | +37.4% | +96.7% |
| All | +957.2% | +1,524.4% | -567.2% | +340.8% |
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