+132.0%
C vs CPAY
+54.3%
+77.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.6% | -2.5% | +5.1% | +3.7% |
| 30D | +1.9% | +1.3% | +0.6% | +1.2% |
| 3M | +2.8% | +13.5% | -10.7% | -3.5% |
| 6M | +30.6% | +24.7% | +5.8% | +16.1% |
| YTD | +19.9% | +34.9% | -15.1% | +1.5% |
| 1Y | +44.6% | +29.7% | +14.9% | +24.3% |
| 3Y | +272.1% | +49.4% | +222.8% | +193.6% |
| 5Y | +132.0% | +53.5% | +78.5% | +70.6% |
| All | +132.0% | +54.3% | +77.7% | +70.6% |
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