+83.1%
CL vs CPAY
+217.3%
-134.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.8% | +10.4% | -11.1% | -2.2% |
| 30D | +9.5% | +16.2% | -6.6% | +7.2% |
| 3M | +6.8% | +13.7% | -7.0% | +4.8% |
| 6M | +14.3% | +35.2% | -21.0% | +9.4% |
| YTD | +26.3% | +53.5% | -27.2% | +17.8% |
| 1Y | +25.6% | +58.9% | -33.4% | +16.5% |
| 3Y | +38.5% | +99.8% | -61.3% | +21.3% |
| 5Y | +40.7% | +93.3% | -52.5% | +21.9% |
| 10Y | +83.1% | +221.5% | -138.4% | +48.7% |
| All | +83.1% | +217.3% | -134.3% | +48.7% |
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