+295.1%
CAPR vs CPAY
+100.9%
+194.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.5% | +26.0% | +26.3% |
| 7D | +25.8% | +10.4% | +15.4% | +20.4% |
| 30D | +50.2% | +16.2% | +34.0% | +41.0% |
| 3M | +185.5% | +13.7% | +171.8% | +167.1% |
| 6M | -64.8% | +35.2% | -100.1% | -70.9% |
| YTD | -61.1% | +53.5% | -114.6% | -72.1% |
| 1Y | +81.0% | +58.9% | +22.0% | +28.3% |
| All | +295.1% | +100.9% | +194.2% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling