+1,399.0%
CPAY vs HRB
+517.1%
+881.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.7% | -12.2% | +9.5% | +0.9% |
| 30D | +0.6% | -3.0% | +3.5% | +0.9% |
| 3M | +17.0% | +21.7% | -4.7% | +9.7% |
| 6M | +24.1% | +52.3% | -28.2% | +7.9% |
| YTD | +35.7% | +6.5% | +29.3% | +30.6% |
| 1Y | +34.0% | -6.7% | +40.7% | +33.7% |
| 3Y | +50.3% | +25.1% | +25.1% | +34.0% |
| 5Y | +56.7% | +113.8% | -57.1% | +16.1% |
| 10Y | +153.9% | +204.8% | -50.9% | +53.5% |
| All | +1,399.0% | +517.1% | +881.8% | +638.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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