+1,399.0%
CPAY vs BTG
+148.9%
+1,250.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | -2.7% | -5.5% | +2.8% | -2.4% |
| 30D | +0.6% | +6.1% | -5.5% | +0.3% |
| 3M | +17.0% | +38.6% | -21.6% | +15.1% |
| 6M | +24.1% | +0.7% | +23.4% | +23.6% |
| YTD | +35.7% | +20.3% | +15.4% | +33.9% |
| 1Y | +34.0% | +25.0% | +9.0% | +31.7% |
| 3Y | +50.3% | +97.3% | -47.0% | +43.5% |
| 5Y | +56.7% | +78.3% | -21.7% | +49.8% |
| 10Y | +153.9% | +151.6% | +2.3% | +141.5% |
| All | +1,399.0% | +148.9% | +1,250.1% | +1,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling