+63.5%
CPAY vs TW
+211.2%
-147.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +1.3% | -0.6% | +1.9% | +1.4% |
| 3M | +13.5% | +3.4% | +10.1% | +11.7% |
| 6M | +24.7% | -18.4% | +43.2% | +32.4% |
| YTD | +34.9% | -3.9% | +38.9% | +35.2% |
| 1Y | +29.7% | -13.3% | +43.0% | +34.3% |
| 3Y | +49.4% | +20.8% | +28.5% | +36.4% |
| 5Y | +53.5% | +20.3% | +33.2% | +35.6% |
| All | +63.5% | +211.2% | -147.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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