+5.3%
CPB vs CPAY
+1,528.2%
-1,522.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | -8.2% | +0.6% | -8.8% | -8.3% |
| 30D | -5.6% | +3.6% | -9.2% | -5.9% |
| 3M | +3.0% | +16.6% | -13.7% | +1.7% |
| 6M | -12.7% | +29.5% | -42.2% | -14.6% |
| YTD | -18.0% | +35.3% | -53.2% | -20.2% |
| 1Y | -31.7% | +30.6% | -62.4% | -33.4% |
| 3Y | -41.0% | +49.7% | -90.7% | -43.3% |
| 5Y | -38.4% | +54.4% | -92.8% | -41.4% |
| 10Y | -45.0% | +142.8% | -187.8% | -51.4% |
| All | +5.3% | +1,528.2% | -1,522.9% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling