+271.8%
C vs CPAY
+1,724.0%
-1,452.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | +4.7% | +2.0% | +2.7% | +3.6% |
| 30D | +0.2% | +14.3% | -14.1% | -7.1% |
| 3M | -9.3% | +11.3% | -20.6% | -14.9% |
| 6M | -0.8% | +34.8% | -35.6% | -16.6% |
| YTD | +8.5% | +51.5% | -43.0% | -16.4% |
| 1Y | +23.1% | +59.0% | -36.0% | -7.8% |
| 3Y | +220.8% | +97.2% | +123.6% | +107.4% |
| 5Y | +112.4% | +88.8% | +23.6% | +36.5% |
| 10Y | +217.9% | +217.3% | +0.6% | +52.8% |
| All | +271.8% | +1,724.0% | -1,452.2% | -34.7% |
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 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