+703.6%
CF vs CPAY
+1,565.5%
-861.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +6.0% | +2.1% | +3.9% | +5.2% |
| 30D | +14.8% | +5.5% | +9.3% | +12.6% |
| 3M | +14.1% | +16.6% | -2.5% | +7.5% |
| 6M | +28.5% | +26.7% | +1.9% | +15.7% |
| YTD | +74.9% | +38.4% | +36.6% | +50.4% |
| 1Y | +61.7% | +30.1% | +31.5% | +41.4% |
| 3Y | +80.3% | +52.6% | +27.7% | +41.0% |
| 5Y | +226.0% | +59.0% | +167.0% | +142.0% |
| 10Y | +569.9% | +148.4% | +421.5% | +303.9% |
| All | +703.6% | +1,565.5% | -861.9% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling