+730.6%
CP vs CPAY
+1,565.5%
-834.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | +2.1% | -4.8% | -3.4% |
| 30D | +0.2% | +5.5% | -5.4% | -1.8% |
| 3M | +2.6% | +16.6% | -14.0% | -3.4% |
| 6M | +6.0% | +26.7% | -20.7% | -4.0% |
| YTD | +24.9% | +38.4% | -13.4% | +8.4% |
| 1Y | +20.1% | +30.1% | -10.0% | +6.1% |
| 3Y | +16.4% | +52.6% | -36.2% | -6.0% |
| 5Y | +31.7% | +59.0% | -27.2% | +2.0% |
| 10Y | +223.9% | +148.4% | +75.5% | +99.6% |
| All | +730.6% | +1,565.5% | -834.9% | +162.4% |
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