+18.4%
BROS vs CPAY
+59.8%
-41.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.7% |
| 7D | -6.1% | -2.7% | -3.4% | -4.6% |
| 30D | -12.4% | +0.6% | -12.9% | -12.8% |
| 3M | -27.9% | +17.0% | -45.0% | -34.9% |
| 6M | -16.8% | +24.1% | -40.9% | -28.4% |
| YTD | -29.0% | +35.7% | -64.8% | -43.2% |
| 1Y | -33.2% | +34.0% | -67.2% | -46.5% |
| 3Y | +56.8% | +50.3% | +6.5% | +10.3% |
| All | +18.4% | +59.8% | -41.4% | -25.2% |
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 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