+862.2%
CAH vs CPAY
+1,524.4%
-662.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.2% | -2.5% | +0.2% | -1.6% |
| 30D | +1.2% | +1.3% | -0.1% | +0.8% |
| 3M | +13.1% | +13.5% | -0.4% | +9.1% |
| 6M | +8.5% | +24.7% | -16.3% | +1.5% |
| YTD | +17.6% | +34.9% | -17.3% | +7.3% |
| 1Y | +60.7% | +29.7% | +31.0% | +47.3% |
| 3Y | +183.2% | +49.4% | +133.8% | +142.9% |
| 5Y | +402.2% | +53.5% | +348.7% | +318.0% |
| 10Y | +302.3% | +152.5% | +149.9% | +182.2% |
| All | +862.2% | +1,524.4% | -662.2% | +324.1% |
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