+663.6%
CB vs CPAY
+1,565.5%
-901.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | -3.1% | +5.5% | -8.6% | -4.6% |
| 3M | +9.0% | +16.6% | -7.6% | +4.2% |
| 6M | +2.9% | +26.7% | -23.8% | -4.5% |
| YTD | +10.1% | +38.4% | -28.3% | -1.2% |
| 1Y | +22.8% | +30.1% | -7.3% | +11.6% |
| 3Y | +73.8% | +52.6% | +21.2% | +46.0% |
| 5Y | +99.2% | +59.0% | +40.2% | +60.9% |
| 10Y | +218.2% | +148.4% | +69.8% | +122.5% |
| All | +663.6% | +1,565.5% | -901.9% | +213.0% |
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