+25.1%
BROS vs CPAY
+59.2%
-34.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -13.5% | +3.6% | -17.0% | -15.4% |
| 3M | -18.4% | +16.6% | -35.1% | -26.3% |
| 6M | -10.6% | +29.5% | -40.1% | -25.0% |
| YTD | -25.1% | +35.3% | -60.3% | -39.9% |
| 1Y | -28.6% | +30.6% | -59.3% | -41.8% |
| 3Y | +65.6% | +49.7% | +15.8% | +16.7% |
| All | +25.1% | +59.2% | -34.2% | -20.8% |
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