+35.2%
CMS vs CPAY
+49.5%
-14.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +1.2% | +0.6% | +0.7% | +1.2% |
| 30D | -3.2% | +3.6% | -6.7% | -3.4% |
| 3M | -2.2% | +16.6% | -18.8% | -3.2% |
| 6M | -9.4% | +29.5% | -38.9% | -11.2% |
| YTD | +0.7% | +35.3% | -34.6% | -1.9% |
| 1Y | +0.4% | +30.6% | -30.3% | -2.0% |
| 3Y | +35.2% | +49.7% | -14.6% | +22.3% |
| All | +35.2% | +49.5% | -14.3% | +22.3% |
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 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