-33.4%
CAT vs CPAY
+34.1%
-67.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.1% |
| 7D | +9.3% | +2.0% | +7.3% | +10.2% |
| 30D | -21.5% | +14.3% | -35.7% | -17.1% |
| 3M | -29.1% | +11.3% | -40.4% | -25.7% |
| 6M | -33.4% | +34.8% | -68.1% | -24.7% |
| All | -33.4% | +34.1% | -67.5% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling