-33.8%
CPB vs CPAY
+33.9%
-67.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | -7.1% | -0.4% | -6.7% | -7.1% |
| 3M | -6.0% | +16.4% | -22.4% | -7.3% |
| 6M | -5.3% | +23.5% | -28.8% | -6.6% |
| YTD | -20.8% | +35.7% | -56.5% | -23.2% |
| 1Y | -33.8% | +30.2% | -64.0% | -38.1% |
| All | -33.8% | +33.9% | -67.8% | -38.1% |
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