+421.5%
CARR vs CPAY
+106.8%
+314.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -2.0% | -1.8% | -3.0% |
| 30D | -8.9% | -0.4% | -8.6% | -8.9% |
| 3M | -17.3% | +16.4% | -33.7% | -22.5% |
| 6M | -1.4% | +23.5% | -24.9% | -10.4% |
| YTD | +10.0% | +35.7% | -25.7% | -5.0% |
| 1Y | -6.4% | +30.2% | -36.5% | -18.1% |
| 3Y | +1.5% | +49.7% | -48.2% | -17.8% |
| 5Y | +9.3% | +56.6% | -47.3% | -16.2% |
| All | +421.5% | +106.8% | +314.7% | +250.2% |
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