+153.3%
CMI vs CPAY
+49.1%
+104.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -2.0% | +1.2% | -0.3% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -14.8% | +16.4% | -31.1% | -18.4% |
| 6M | +0.8% | +23.5% | -22.7% | -5.7% |
| YTD | +10.2% | +35.7% | -25.5% | -1.2% |
| 1Y | +37.4% | +30.2% | +7.3% | +24.9% |
| 3Y | +153.3% | +49.7% | +103.6% | +118.8% |
| All | +153.3% | +49.1% | +104.2% | +118.8% |
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