-78.7%
CAPR vs CPAY
+155.2%
-233.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -11.0% | -2.0% | -9.0% | -9.8% |
| 30D | +99.8% | -0.4% | +100.1% | +97.6% |
| 3M | -66.6% | +16.4% | -82.9% | -71.4% |
| 6M | -75.1% | +23.5% | -98.6% | -80.0% |
| YTD | -71.0% | +35.7% | -106.7% | -79.0% |
| 1Y | +30.0% | +30.2% | -0.2% | -2.7% |
| 3Y | +29.0% | +49.7% | -20.8% | -14.6% |
| 5Y | +70.8% | +56.6% | +14.3% | +3.8% |
| All | -78.7% | +155.2% | -233.9% | -92.0% |
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