+222.8%
CPAY vs URA
+266.3%
-43.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | +17.6% | -10.4% | +28.0% | +20.6% |
| 3M | +8.7% | -29.6% | +38.3% | +18.5% |
| 6M | +39.5% | -40.3% | +79.8% | +57.9% |
| YTD | +53.6% | -25.5% | +79.1% | +58.9% |
| 1Y | +63.3% | -26.4% | +89.7% | +68.7% |
| 3Y | +101.7% | +31.4% | +70.3% | +60.2% |
| 5Y | +91.4% | +28.6% | +62.8% | +46.6% |
| All | +222.8% | +266.3% | -43.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling