+51.2%
CI vs CPAY
+89.5%
-38.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | +2.6% | +17.6% | -15.0% | -0.5% |
| 3M | +7.4% | +8.7% | -1.3% | +5.7% |
| 6M | -0.1% | +39.5% | -39.6% | -6.3% |
| YTD | +9.7% | +53.6% | -43.9% | +0.4% |
| 1Y | +12.1% | +63.3% | -51.1% | +1.3% |
| 3Y | +7.0% | +101.7% | -94.7% | -10.1% |
| All | +51.2% | +89.5% | -38.3% | +28.2% |
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