+1,123.7%
CAT vs CPAY
+155.3%
+968.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | -4.5% | +0.6% | -5.1% | -4.9% |
| 3M | -5.8% | +17.0% | -22.8% | -12.6% |
| 6M | +12.7% | +24.1% | -11.4% | +0.9% |
| YTD | +41.4% | +35.7% | +5.6% | +20.1% |
| 1Y | +92.1% | +34.0% | +58.0% | +62.7% |
| 3Y | +197.5% | +50.3% | +147.2% | +134.0% |
| 5Y | +327.9% | +56.7% | +271.3% | +221.9% |
| All | +1,123.7% | +155.3% | +968.4% | +655.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling