+3,616.8%
CLS vs CPAY
+53.2%
+3,563.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +5.0% | -2.7% | +7.6% | +6.2% |
| 30D | +4.8% | +0.6% | +4.2% | +4.3% |
| 3M | -10.4% | +17.0% | -27.4% | -18.0% |
| 6M | +20.8% | +24.1% | -3.3% | +6.0% |
| YTD | +10.0% | +35.7% | -25.7% | -9.7% |
| 1Y | +28.5% | +34.0% | -5.5% | +5.1% |
| 3Y | +1,292.2% | +50.3% | +1,241.9% | +944.9% |
| 5Y | +3,616.8% | +56.7% | +3,560.1% | +2,410.9% |
| All | +3,616.8% | +53.2% | +3,563.6% | +2,410.9% |
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