+63.0%
BROS vs CPAY
+49.1%
+13.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -5.8% | -2.0% | -3.8% | -5.0% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | -32.5% | +16.4% | -48.8% | -37.1% |
| 6M | -14.9% | +23.5% | -38.4% | -23.1% |
| YTD | -28.3% | +35.7% | -63.9% | -38.5% |
| 1Y | -34.0% | +30.2% | -64.2% | -42.4% |
| 3Y | +63.0% | +49.7% | +13.2% | +34.7% |
| All | +63.0% | +49.1% | +13.9% | +34.7% |
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