+619.9%
CF vs CPAY
+144.7%
+475.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.8% | -2.5% | +1.6% | 0.0% |
| 30D | +14.3% | +1.3% | +13.0% | +13.6% |
| 3M | +27.9% | +13.5% | +14.4% | +21.8% |
| 6M | +25.5% | +24.7% | +0.8% | +14.0% |
| YTD | +81.2% | +34.9% | +46.2% | +57.3% |
| 1Y | +66.5% | +29.7% | +36.8% | +45.8% |
| 3Y | +76.7% | +49.4% | +27.3% | +38.0% |
| 5Y | +237.8% | +53.5% | +184.4% | +151.3% |
| 10Y | +619.9% | +152.5% | +467.4% | +304.4% |
| All | +619.9% | +144.7% | +475.1% | +304.4% |
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