+22.8%
CB vs CPAY
+31.3%
-8.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -2.6% |
| 30D | -2.4% | +0.6% | -3.0% | -2.4% |
| 3M | +2.8% | +17.0% | -14.3% | +2.0% |
| 6M | +4.8% | +24.1% | -19.4% | +3.6% |
| YTD | +9.2% | +35.7% | -26.6% | +7.1% |
| 1Y | +22.8% | +34.0% | -11.2% | +22.5% |
| All | +22.8% | +31.3% | -8.5% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling