+426.2%
BTSG vs CPAY
+39.1%
+387.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.8% |
| 7D | -5.8% | -2.7% | -3.1% | -5.0% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | -4.5% | +17.0% | -21.5% | -9.9% |
| 6M | +40.0% | +24.1% | +15.9% | +28.5% |
| YTD | +54.6% | +35.7% | +18.8% | +35.9% |
| 1Y | +106.1% | +34.0% | +72.1% | +81.7% |
| All | +426.2% | +39.1% | +387.1% | +364.5% |
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