+505.4%
CMS vs CPAY
+1,565.5%
-1,060.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | +2.1% | -1.7% | +0.1% |
| 30D | -3.6% | +5.5% | -9.1% | -4.4% |
| 3M | -1.9% | +16.6% | -18.5% | -4.3% |
| 6M | -11.0% | +26.7% | -37.6% | -14.6% |
| YTD | +0.2% | +38.4% | -38.2% | -5.6% |
| 1Y | -1.3% | +30.1% | -31.5% | -6.3% |
| 3Y | +35.9% | +52.6% | -16.7% | +23.5% |
| 5Y | +23.1% | +59.0% | -35.9% | +9.2% |
| 10Y | +117.9% | +148.4% | -30.5% | +77.1% |
| All | +505.4% | +1,565.5% | -1,060.1% | +243.4% |
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