+117.7%
CMS vs CPAY
+155.3%
-37.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.3% | -2.7% | +1.3% | -0.9% |
| 30D | -2.8% | +0.6% | -3.4% | -2.9% |
| 3M | -7.1% | +17.0% | -24.2% | -9.6% |
| 6M | -10.0% | +24.1% | -34.2% | -13.6% |
| YTD | -0.9% | +35.7% | -36.7% | -6.9% |
| 1Y | -2.0% | +34.0% | -36.0% | -7.9% |
| 3Y | +33.0% | +50.3% | -17.3% | +19.7% |
| 5Y | +24.3% | +56.7% | -32.4% | +8.6% |
| All | +117.7% | +155.3% | -37.6% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling