+332.7%
CAT vs CPAY
+54.3%
+278.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.9% | -2.5% | +5.4% | +3.9% |
| 30D | -2.6% | +1.3% | -3.9% | -3.2% |
| 3M | -10.7% | +13.5% | -24.2% | -15.4% |
| 6M | +16.1% | +24.7% | -8.6% | +4.8% |
| YTD | +43.2% | +34.9% | +8.3% | +23.4% |
| 1Y | +96.8% | +29.7% | +67.1% | +71.6% |
| 3Y | +201.4% | +49.4% | +152.0% | +139.2% |
| 5Y | +332.7% | +53.5% | +279.2% | +224.3% |
| All | +332.7% | +54.3% | +278.4% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling