+487.0%
CF vs CPAY
+210.0%
+276.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.9% | +11.9% | -12.8% | -4.7% |
| 30D | +6.9% | +15.1% | -8.2% | +1.6% |
| 3M | +4.8% | +16.5% | -11.7% | -0.9% |
| 6M | +4.7% | +33.1% | -28.5% | -6.2% |
| YTD | +56.5% | +52.2% | +4.3% | +29.9% |
| 1Y | +48.4% | +65.6% | -17.2% | +18.6% |
| 3Y | +59.1% | +100.2% | -41.1% | +9.5% |
| 5Y | +109.5% | +87.6% | +21.9% | +42.8% |
| 10Y | +487.0% | +205.3% | +281.7% | +231.9% |
| All | +487.0% | +210.0% | +276.9% | +231.9% |
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 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