+43.4%
CAPR vs CPAY
+49.5%
-6.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.6% |
| 7D | -9.5% | +0.6% | -10.0% | -9.8% |
| 30D | +121.5% | +3.6% | +117.9% | +115.1% |
| 3M | -65.4% | +16.6% | -82.0% | -69.4% |
| 6M | -67.5% | +29.5% | -97.0% | -73.5% |
| YTD | -68.6% | +35.3% | -103.9% | -76.3% |
| 1Y | +42.7% | +30.6% | +12.0% | +10.5% |
| 3Y | +43.4% | +49.7% | -6.4% | +5.9% |
| All | +43.4% | +49.5% | -6.1% | +5.9% |
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 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