+310.5%
C vs CPAY
+1,565.5%
-1,255.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +3.6% | +2.1% | +1.5% | +2.5% |
| 30D | +0.1% | +5.5% | -5.5% | -2.9% |
| 3M | +2.4% | +16.6% | -14.2% | -6.3% |
| 6M | +24.9% | +26.7% | -1.7% | +7.9% |
| YTD | +19.8% | +38.4% | -18.6% | -2.5% |
| 1Y | +44.9% | +30.1% | +14.7% | +21.0% |
| 3Y | +263.0% | +52.6% | +210.4% | +171.4% |
| 5Y | +129.5% | +59.0% | +70.6% | +62.4% |
| 10Y | +291.6% | +148.4% | +143.2% | +113.3% |
| All | +310.5% | +1,565.5% | -1,255.0% | -23.9% |
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