+251.7%
CB vs CPAY
+219.9%
+31.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +2.9% | +1.6% | +1.4% | +2.5% |
| 30D | +7.3% | +17.6% | -10.3% | +2.3% |
| 3M | +9.4% | +8.7% | +0.7% | +6.6% |
| 6M | +19.6% | +39.5% | -19.9% | +8.2% |
| YTD | +21.5% | +53.6% | -32.1% | +5.1% |
| 1Y | +28.0% | +63.3% | -35.3% | +8.5% |
| 3Y | +74.9% | +101.7% | -26.9% | +32.3% |
| 5Y | +108.1% | +91.4% | +16.8% | +55.8% |
| All | +251.7% | +219.9% | +31.8% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling