-20.0%
CPNG vs CPAY
+49.1%
-69.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -1.1% | -2.0% | +0.8% | -0.7% |
| 30D | -7.4% | -0.4% | -7.0% | -7.3% |
| 3M | -12.3% | +16.4% | -28.7% | -15.2% |
| 6M | -19.4% | +23.5% | -43.0% | -23.0% |
| YTD | -35.9% | +35.7% | -71.6% | -40.3% |
| 1Y | -53.4% | +30.2% | -83.6% | -56.1% |
| 3Y | -20.0% | +49.7% | -69.7% | -28.7% |
| All | -20.0% | +49.1% | -69.1% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling