+246.6%
CB vs CPAY
+219.7%
+26.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.0% | +10.4% | -11.4% | -3.9% |
| 30D | +7.3% | +16.2% | -8.8% | +2.7% |
| 3M | +7.0% | +13.7% | -6.7% | +3.0% |
| 6M | +16.3% | +35.2% | -18.9% | +6.2% |
| YTD | +19.7% | +53.5% | -33.8% | +3.6% |
| 1Y | +27.8% | +58.9% | -31.1% | +9.2% |
| 3Y | +72.0% | +99.8% | -27.8% | +30.5% |
| 5Y | +104.9% | +93.3% | +11.6% | +52.8% |
| All | +246.6% | +219.7% | +26.9% | +144.2% |
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