-0.9%
CMS vs CPAY
+30.8%
-31.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.2% | -2.5% | +2.6% | +0.1% |
| 30D | -1.3% | +1.3% | -2.6% | -1.3% |
| 3M | -5.4% | +13.5% | -18.9% | -5.3% |
| 6M | -10.3% | +24.7% | -35.1% | -10.1% |
| YTD | -0.2% | +34.9% | -35.2% | -0.3% |
| 1Y | -0.9% | +29.7% | -30.6% | +0.2% |
| All | -0.9% | +30.8% | -31.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling