+8.9%
CAT vs CPAY
+59.0%
-50.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | -5.2% |
| 7D | -17.1% | +5.7% | -22.9% | -17.1% |
| 30D | -30.1% | +4.2% | -34.3% | -30.1% |
| 3M | -32.4% | +5.6% | -37.9% | -32.4% |
| 6M | -32.1% | +34.7% | -66.8% | -33.4% |
| YTD | +4.1% | +39.1% | -35.0% | +1.4% |
| 1Y | +8.9% | +60.3% | -51.4% | +5.0% |
| All | +8.9% | +59.0% | -50.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling