+40.8%
CL vs CPAY
+88.6%
-47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.6% | +13.1% | -10.5% | +1.4% |
| 30D | +11.8% | +15.5% | -3.8% | +10.2% |
| 3M | +5.9% | +14.7% | -8.8% | +4.5% |
| 6M | +13.3% | +33.6% | -20.3% | +10.2% |
| YTD | +27.1% | +52.7% | -25.6% | +21.5% |
| 1Y | +28.0% | +63.5% | -35.5% | +21.4% |
| 3Y | +39.4% | +98.8% | -59.4% | +26.8% |
| 5Y | +40.8% | +88.6% | -47.8% | +28.6% |
| All | +40.8% | +88.6% | -47.8% | +28.6% |
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