+3,344.4%
CLS vs CPAY
+1,528.2%
+1,816.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.9% | +6.7% |
| 7D | +12.8% | +0.6% | +12.2% | +12.3% |
| 30D | +3.8% | +3.6% | +0.2% | +1.9% |
| 3M | -14.6% | +16.6% | -31.3% | -21.3% |
| 6M | +32.2% | +29.5% | +2.8% | +14.9% |
| YTD | +11.6% | +35.3% | -23.6% | -6.2% |
| 1Y | +35.1% | +30.6% | +4.4% | +14.1% |
| 3Y | +1,312.5% | +49.7% | +1,262.8% | +1,012.6% |
| 5Y | +3,542.1% | +54.4% | +3,487.6% | +2,680.3% |
| 10Y | +2,944.0% | +142.8% | +2,801.2% | +1,804.4% |
| All | +3,344.4% | +1,528.2% | +1,816.2% | +816.6% |
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 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