+886.6%
BURL vs CPAY
+310.8%
+575.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.4% |
| 7D | +4.1% | +13.5% | -9.4% | -1.9% |
| 30D | -9.5% | +13.1% | -22.6% | -14.5% |
| 3M | -33.5% | +14.3% | -47.8% | -37.6% |
| 6M | -22.1% | +49.0% | -71.1% | -35.7% |
| YTD | -14.6% | +51.3% | -65.8% | -31.1% |
| 1Y | -8.4% | +63.7% | -72.1% | -28.9% |
| 3Y | +86.6% | +95.0% | -8.4% | +29.7% |
| 5Y | -17.2% | +86.0% | -103.1% | -42.0% |
| 10Y | +256.4% | +203.3% | +53.0% | +111.8% |
| All | +886.6% | +310.8% | +575.8% | +461.3% |
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