+35.8%
CMS vs CPAY
+88.0%
-52.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +0.5% | +13.1% | -12.6% | -0.9% |
| 30D | +7.4% | +15.5% | -8.1% | +5.7% |
| 3M | +1.9% | +14.7% | -12.8% | +0.3% |
| 6M | -2.3% | +33.6% | -36.0% | -5.6% |
| YTD | +3.0% | +52.7% | -49.8% | -2.7% |
| 1Y | -2.8% | +63.5% | -66.3% | -9.1% |
| 3Y | +37.9% | +98.8% | -60.9% | +20.9% |
| All | +35.8% | +88.0% | -52.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling