+18.8%
CPAY vs ADVB
-88.8%
+107.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.2% |
| 7D | +0.6% | -14.0% | +14.5% | +0.6% |
| 30D | +3.6% | +41.0% | -37.4% | +3.4% |
| 3M | +16.6% | +127.9% | -111.3% | +15.6% |
| 6M | +29.5% | +101.3% | -71.9% | +26.8% |
| YTD | +35.3% | +53.8% | -18.5% | +33.6% |
| 1Y | +30.6% | +4.4% | +26.2% | +29.3% |
| All | +18.8% | -88.8% | +107.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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