+69.2%
CB vs CPAY
+48.3%
+20.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.5% | -2.5% | +1.9% | -0.2% |
| 30D | -3.1% | +1.3% | -4.4% | -3.2% |
| 3M | +4.2% | +13.5% | -9.3% | +2.6% |
| 6M | +4.7% | +24.7% | -20.0% | +1.8% |
| YTD | +8.8% | +34.9% | -26.1% | +4.1% |
| 1Y | +22.6% | +29.7% | -7.1% | +18.0% |
| All | +69.2% | +48.3% | +20.9% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling