+1,942.3%
BX vs CPAY
+1,524.4%
+418.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.5% |
| 7D | -5.7% | -2.5% | -3.2% | -4.4% |
| 30D | -8.9% | +1.3% | -10.2% | -9.6% |
| 3M | +8.4% | +13.5% | -5.1% | +0.7% |
| 6M | +18.9% | +24.7% | -5.8% | +4.0% |
| YTD | -13.6% | +34.9% | -48.6% | -28.9% |
| 1Y | -22.4% | +29.7% | -52.1% | -35.2% |
| 3Y | +26.0% | +49.4% | -23.4% | -3.6% |
| 5Y | +18.8% | +53.5% | -34.7% | -11.2% |
| 10Y | +668.7% | +152.5% | +516.3% | +322.5% |
| All | +1,942.3% | +1,524.4% | +418.0% | +342.4% |
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