+57.0%
CPAY vs BTG
+78.0%
-21.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -2.0% | -3.8% | +1.8% | -1.5% |
| 30D | -0.4% | +3.6% | -4.0% | -0.9% |
| 3M | +16.4% | +32.0% | -15.7% | +12.1% |
| 6M | +23.5% | +3.4% | +20.2% | +22.1% |
| YTD | +35.7% | +20.8% | +14.9% | +30.8% |
| 1Y | +30.2% | +22.4% | +7.8% | +24.2% |
| 3Y | +49.7% | +91.7% | -42.0% | +28.6% |
| All | +57.0% | +78.0% | -21.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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