+99.4%
CB vs CPAY
+54.3%
+45.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.5% | -2.5% | +1.9% | -0.1% |
| 30D | -3.1% | +1.3% | -4.4% | -3.3% |
| 3M | +4.2% | +13.5% | -9.3% | +1.8% |
| 6M | +4.7% | +24.7% | -20.0% | +0.2% |
| YTD | +8.8% | +34.9% | -26.1% | +1.9% |
| 1Y | +22.6% | +29.7% | -7.1% | +15.5% |
| 3Y | +70.6% | +49.4% | +21.2% | +51.9% |
| 5Y | +99.4% | +53.5% | +46.0% | +64.2% |
| All | +99.4% | +54.3% | +45.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling