+234.6%
CF vs CPAY
+56.4%
+178.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +18.1% | +3.6% | +14.5% | +17.4% |
| 3M | +23.4% | +16.6% | +6.7% | +20.1% |
| 6M | +17.1% | +29.5% | -12.4% | +11.2% |
| YTD | +76.2% | +35.3% | +41.0% | +64.6% |
| 1Y | +62.3% | +30.6% | +31.6% | +52.4% |
| 3Y | +71.8% | +49.7% | +22.1% | +49.4% |
| 5Y | +234.6% | +54.4% | +180.1% | +182.5% |
| All | +234.6% | +56.4% | +178.2% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling