+139.8%
CBOE vs CPAY
+55.3%
+84.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -2.0% | -3.9% | -5.7% |
| 30D | -3.1% | -0.4% | -2.8% | -3.1% |
| 3M | -4.8% | +16.4% | -21.1% | -5.8% |
| 6M | -0.6% | +23.5% | -24.1% | -2.2% |
| YTD | +12.8% | +35.7% | -22.9% | +10.1% |
| 1Y | +19.8% | +30.2% | -10.4% | +17.1% |
| 3Y | +86.9% | +49.7% | +37.2% | +76.9% |
| All | +139.8% | +55.3% | +84.6% | +117.0% |
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 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