+855.4%
CME vs CPAY
+1,748.9%
-893.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.9% | +1.6% | +2.4% | +3.6% |
| 30D | +11.3% | +17.6% | -6.3% | +7.0% |
| 3M | +19.6% | +8.7% | +10.9% | +17.0% |
| 6M | +8.1% | +39.5% | -31.5% | -0.8% |
| YTD | +20.4% | +53.6% | -33.2% | +6.6% |
| 1Y | +16.5% | +63.3% | -46.8% | +1.4% |
| 3Y | +66.4% | +101.7% | -35.3% | +30.7% |
| 5Y | +74.5% | +91.4% | -16.9% | +35.7% |
| 10Y | +308.5% | +221.7% | +86.8% | +168.5% |
| All | +855.4% | +1,748.9% | -893.5% | +265.6% |
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