+201.6%
CAT vs CPAY
+48.3%
+153.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.9% | -2.5% | +5.4% | +3.7% |
| 30D | -2.6% | +1.3% | -3.9% | -3.1% |
| 3M | -10.7% | +13.5% | -24.2% | -14.4% |
| 6M | +16.1% | +24.7% | -8.6% | +7.0% |
| YTD | +43.2% | +34.9% | +8.3% | +26.6% |
| 1Y | +96.8% | +29.7% | +67.1% | +76.5% |
| All | +201.6% | +48.3% | +153.3% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling