+1,177.9%
CAT vs CPAY
+1,565.5%
-387.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.7% | +2.1% | -0.4% | +0.8% |
| 30D | -6.6% | +5.5% | -12.1% | -8.7% |
| 3M | -13.3% | +16.6% | -29.9% | -19.3% |
| 6M | +11.6% | +26.7% | -15.0% | -0.8% |
| YTD | +42.9% | +38.4% | +4.6% | +20.8% |
| 1Y | +95.4% | +30.1% | +65.3% | +68.3% |
| 3Y | +196.6% | +52.6% | +144.0% | +133.5% |
| 5Y | +321.7% | +59.0% | +262.7% | +218.5% |
| 10Y | +1,140.8% | +148.4% | +992.4% | +646.5% |
| All | +1,177.9% | +1,565.5% | -387.5% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling