+18.4%
BX vs CPAY
+55.3%
-36.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -2.0% | -3.7% | -4.4% |
| 30D | -12.2% | -0.4% | -11.9% | -12.1% |
| 3M | +7.4% | +16.4% | -9.0% | -3.0% |
| 6M | +22.2% | +23.5% | -1.4% | +5.2% |
| YTD | -14.0% | +35.7% | -49.7% | -32.1% |
| 1Y | -27.3% | +30.2% | -57.5% | -41.3% |
| 3Y | +24.5% | +49.7% | -25.2% | -12.8% |
| All | +18.4% | +55.3% | -36.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling