+741.2%
CME vs CPAY
+1,565.5%
-824.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.6% | +2.1% | -3.7% | -2.1% |
| 30D | +6.2% | +5.5% | +0.7% | +4.8% |
| 3M | +10.4% | +16.6% | -6.1% | +6.1% |
| 6M | -9.5% | +26.7% | -36.2% | -15.3% |
| YTD | +6.0% | +38.4% | -32.3% | -3.6% |
| 1Y | +9.3% | +30.1% | -20.9% | +0.6% |
| 3Y | +57.7% | +52.6% | +5.1% | +33.7% |
| 5Y | +77.7% | +59.0% | +18.7% | +45.3% |
| 10Y | +281.2% | +148.4% | +132.8% | +166.4% |
| All | +741.2% | +1,565.5% | -824.2% | +230.6% |
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