+61.5%
CF vs CPAY
+92.3%
-30.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -3.2% | +13.5% | -16.7% | -3.9% |
| 30D | +4.3% | +13.1% | -8.8% | +3.6% |
| 3M | +2.8% | +14.3% | -11.5% | +2.0% |
| 6M | +0.6% | +49.0% | -48.4% | -1.6% |
| YTD | +56.6% | +51.3% | +5.4% | +51.8% |
| 1Y | +49.6% | +63.7% | -14.1% | +43.1% |
| 3Y | +61.5% | +95.0% | -33.5% | +36.6% |
| All | +61.5% | +92.3% | -30.8% | +36.6% |
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