+62.3%
CF vs CPAY
+28.8%
+33.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.5% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | +18.1% | +3.6% | +14.5% | +18.6% |
| 3M | +23.4% | +16.6% | +6.7% | +26.1% |
| 6M | +17.1% | +29.5% | -12.4% | +21.9% |
| YTD | +76.2% | +35.3% | +41.0% | +84.7% |
| 1Y | +62.3% | +30.6% | +31.6% | +72.7% |
| All | +62.3% | +28.8% | +33.5% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling