+463.5%
BTSG vs CPAY
+38.3%
+425.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | +0.9% | +1.3% | -0.4% | +0.3% |
| 3M | +1.6% | +13.5% | -11.9% | -3.0% |
| 6M | +46.8% | +24.7% | +22.1% | +34.5% |
| YTD | +65.5% | +34.9% | +30.6% | +45.8% |
| 1Y | +136.2% | +29.7% | +106.6% | +110.8% |
| All | +463.5% | +38.3% | +425.2% | +398.5% |
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 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