-41.6%
CPB vs CPAY
+55.3%
-96.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 6M | -5.3% | +23.5% | -28.8% | -6.9% |
| YTD | -20.8% | +35.7% | -56.5% | -22.9% |
| 1Y | -33.8% | +30.2% | -64.0% | -35.4% |
| 3Y | -43.7% | +49.7% | -93.5% | -45.8% |
| All | -41.6% | +55.3% | -96.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling