+66.4%
CME vs CPAY
+101.0%
-34.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +3.9% | +1.6% | +2.4% | +3.9% |
| 30D | +11.3% | +17.6% | -6.3% | +11.0% |
| 3M | +19.6% | +8.7% | +10.9% | +19.3% |
| 6M | +8.1% | +39.5% | -31.5% | +7.5% |
| YTD | +20.4% | +53.6% | -33.2% | +19.7% |
| 1Y | +16.5% | +63.3% | -46.8% | +15.8% |
| 3Y | +66.4% | +101.7% | -35.3% | +68.6% |
| All | +66.4% | +101.0% | -34.5% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling