-30.4%
CPB vs CPAY
+29.9%
-60.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.6% | +2.1% | -10.7% | -8.8% |
| 30D | -7.2% | +5.5% | -12.8% | -7.7% |
| 3M | +0.9% | +16.6% | -15.7% | -0.6% |
| 6M | -11.8% | +26.7% | -38.5% | -13.2% |
| YTD | -19.4% | +38.4% | -57.8% | -21.9% |
| 1Y | -30.4% | +30.1% | -60.5% | -33.4% |
| All | -30.4% | +29.9% | -60.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling