+29.8%
CPAY vs CAI
-9.9%
+39.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -2.0% | -2.9% | +1.0% | -1.8% |
| 30D | -0.4% | +9.3% | -9.7% | -0.7% |
| 3M | +16.4% | +35.2% | -18.9% | +14.8% |
| 6M | +23.5% | +30.7% | -7.2% | +20.6% |
| YTD | +35.7% | -9.8% | +45.4% | +35.3% |
| 1Y | +30.2% | -28.9% | +59.0% | +33.0% |
| All | +29.8% | -9.9% | +39.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling