+142.3%
CI vs CPAY
+155.3%
-13.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.3% | -2.7% | +1.3% | -0.5% |
| 30D | +3.1% | +0.6% | +2.6% | +2.9% |
| 3M | -4.5% | +17.0% | -21.6% | -9.1% |
| 6M | +8.3% | +24.1% | -15.9% | +0.6% |
| YTD | +3.8% | +35.7% | -31.9% | -6.8% |
| 1Y | -5.0% | +34.0% | -39.0% | -14.5% |
| 3Y | +5.8% | +50.3% | -44.5% | -11.8% |
| 5Y | +50.6% | +56.7% | -6.0% | +20.4% |
| All | +142.3% | +155.3% | -13.1% | +66.7% |
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 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