+470.7%
CF vs CPAY
+215.6%
+255.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.8% |
| 7D | +5.4% | +2.0% | +3.3% | +4.6% |
| 30D | +6.5% | +14.3% | -7.7% | +1.5% |
| 3M | +4.6% | +11.3% | -6.7% | +0.5% |
| 6M | -3.3% | +34.8% | -38.1% | -13.8% |
| YTD | +63.9% | +51.5% | +12.4% | +36.1% |
| 1Y | +50.4% | +59.0% | -8.6% | +22.1% |
| 3Y | +68.2% | +97.2% | -29.0% | +16.3% |
| 5Y | +113.8% | +88.8% | +25.0% | +44.8% |
| All | +470.7% | +215.6% | +255.1% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling