+167.5%
BWA vs CPAY
+1,532.9%
-1,365.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -1.3% | -2.0% | +0.6% | -0.5% |
| 30D | -2.9% | -0.4% | -2.6% | -2.9% |
| 3M | -10.7% | +16.4% | -27.1% | -17.1% |
| 6M | +26.5% | +23.5% | +2.9% | +13.3% |
| YTD | +49.1% | +35.7% | +13.4% | +25.8% |
| 1Y | +52.1% | +30.2% | +21.9% | +30.0% |
| 3Y | +72.6% | +49.7% | +22.8% | +34.1% |
| 5Y | +89.4% | +56.6% | +32.8% | +41.1% |
| 10Y | +157.7% | +153.8% | +3.9% | +43.9% |
| All | +167.5% | +1,532.9% | -1,365.4% | -37.7% |
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