+92.1%
CAT vs CPAY
+31.3%
+60.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +0.6% | -2.7% | +3.3% | +0.6% |
| 30D | -4.5% | +0.6% | -5.1% | -4.5% |
| 3M | -5.8% | +17.0% | -22.8% | -5.5% |
| 6M | +12.7% | +24.1% | -11.4% | +12.7% |
| YTD | +41.4% | +35.7% | +5.6% | +42.3% |
| 1Y | +92.1% | +34.0% | +58.0% | +98.4% |
| All | +92.1% | +31.3% | +60.8% | +98.4% |
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