-96.0%
CAPR vs CPAY
+1,565.5%
-1,661.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -2.0% | +2.1% | -4.1% | -3.1% |
| 30D | +139.2% | +5.5% | +133.7% | +130.4% |
| 3M | -66.4% | +16.6% | -82.9% | -70.2% |
| 6M | -63.1% | +26.7% | -89.8% | -69.2% |
| YTD | -67.4% | +38.4% | -105.8% | -74.7% |
| 1Y | +58.2% | +30.1% | +28.1% | +27.4% |
| 3Y | +42.2% | +52.6% | -10.4% | +4.6% |
| 5Y | +87.3% | +59.0% | +28.3% | +30.7% |
| 10Y | -75.3% | +148.4% | -223.6% | -85.7% |
| All | -96.0% | +1,565.5% | -1,661.5% | -98.5% |
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