+161.4%
CCJ vs CPAY
+49.2%
+112.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -1.3% | +0.6% | -1.9% | -1.5% |
| 3M | +2.5% | +17.0% | -14.5% | -1.7% |
| 6M | -18.9% | +24.1% | -43.0% | -23.5% |
| YTD | +6.5% | +35.7% | -29.3% | -2.6% |
| 1Y | +22.8% | +34.0% | -11.2% | +12.6% |
| All | +161.4% | +49.2% | +112.2% | +136.9% |
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