+28.1%
CL vs CPAY
+56.4%
-28.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -1.4% | +0.6% | -1.9% | -1.4% |
| 30D | -5.2% | +3.6% | -8.8% | -5.5% |
| 3M | +3.3% | +16.6% | -13.3% | +1.9% |
| 6M | -4.4% | +29.5% | -33.8% | -6.6% |
| YTD | +13.9% | +35.3% | -21.3% | +10.3% |
| 1Y | +7.6% | +30.6% | -23.0% | +4.5% |
| 3Y | +29.6% | +49.7% | -20.2% | +22.3% |
| 5Y | +28.1% | +54.4% | -26.4% | +15.6% |
| All | +28.1% | +56.4% | -28.3% | +15.6% |
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