+638.4%
CMI vs CPAY
+1,533.9%
-895.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | +0.8% | -2.7% | +3.5% | +1.9% |
| 30D | -12.8% | +0.6% | -13.3% | -13.1% |
| 3M | -12.4% | +17.0% | -29.5% | -18.5% |
| 6M | -0.9% | +24.1% | -25.0% | -10.8% |
| YTD | +8.9% | +35.7% | -26.9% | -7.1% |
| 1Y | +37.7% | +34.0% | +3.7% | +17.4% |
| 3Y | +148.9% | +50.3% | +98.6% | +97.6% |
| 5Y | +164.4% | +56.7% | +107.7% | +101.4% |
| 10Y | +506.9% | +153.9% | +353.0% | +250.0% |
| All | +638.4% | +1,533.9% | -895.4% | +64.7% |
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