+733.6%
CB vs CPAY
+1,724.0%
-990.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | +7.4% | +14.3% | -6.9% | +3.4% |
| 3M | +8.6% | +11.3% | -2.7% | +5.2% |
| 6M | +16.1% | +34.8% | -18.6% | +6.4% |
| YTD | +20.2% | +51.5% | -31.3% | +5.0% |
| 1Y | +27.2% | +59.0% | -31.8% | +9.3% |
| 3Y | +72.7% | +97.2% | -24.6% | +34.2% |
| 5Y | +105.9% | +88.8% | +17.1% | +58.3% |
| 10Y | +248.1% | +217.3% | +30.7% | +128.5% |
| All | +733.6% | +1,724.0% | -990.5% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling