+72.6%
BWA vs CPAY
+49.1%
+23.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -2.0% | +0.6% | -0.8% |
| 30D | -2.9% | -0.4% | -2.6% | -2.9% |
| 3M | -10.7% | +16.4% | -27.1% | -14.7% |
| 6M | +26.5% | +23.5% | +2.9% | +18.0% |
| YTD | +49.1% | +35.7% | +13.4% | +32.5% |
| 1Y | +52.1% | +30.2% | +21.9% | +37.2% |
| 3Y | +72.6% | +49.7% | +22.8% | +58.5% |
| All | +72.6% | +49.1% | +23.5% | +58.5% |
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