+252.0%
CL vs CPAY
+1,724.0%
-1,472.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | +9.5% | +14.3% | -4.8% | +7.3% |
| 3M | +6.6% | +11.3% | -4.7% | +4.9% |
| 6M | +13.2% | +34.8% | -21.5% | +8.2% |
| YTD | +26.9% | +51.5% | -24.7% | +18.3% |
| 1Y | +27.6% | +59.0% | -31.4% | +18.1% |
| 3Y | +39.1% | +97.2% | -58.1% | +22.0% |
| 5Y | +41.3% | +88.8% | -47.5% | +22.9% |
| 10Y | +83.9% | +217.3% | -133.4% | +42.9% |
| All | +252.0% | +1,724.0% | -1,472.0% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling