+292.4%
C vs CPAY
+155.2%
+137.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -2.0% | +2.8% | +1.8% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | +1.1% | +16.4% | -15.3% | -7.4% |
| 6M | +28.4% | +23.5% | +4.9% | +12.4% |
| YTD | +20.8% | +35.7% | -14.9% | -0.8% |
| 1Y | +43.4% | +30.2% | +13.3% | +19.8% |
| 3Y | +274.9% | +49.7% | +225.2% | +182.1% |
| 5Y | +136.7% | +56.6% | +80.1% | +67.8% |
| All | +292.4% | +155.2% | +137.2% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling