+755.6%
CP vs CPAY
+1,748.9%
-993.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -1.0% |
| 7D | +2.1% | +1.6% | +0.6% | +1.6% |
| 30D | +9.3% | +17.6% | -8.3% | +2.9% |
| 3M | +0.5% | +8.7% | -8.2% | -2.7% |
| 6M | +10.4% | +39.5% | -29.1% | -2.9% |
| YTD | +28.7% | +53.6% | -24.9% | +7.3% |
| 1Y | +33.2% | +63.3% | -30.1% | +8.4% |
| 3Y | +38.4% | +101.7% | -63.3% | +0.5% |
| 5Y | +26.2% | +91.4% | -65.2% | -8.8% |
| 10Y | +258.4% | +221.7% | +36.7% | +101.0% |
| All | +755.6% | +1,748.9% | -993.3% | +159.8% |
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