+107.7%
CTAS vs CPAY
+55.3%
+52.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | -0.7% | -0.4% | -0.4% | -0.7% |
| 3M | +11.1% | +16.4% | -5.3% | +5.8% |
| 6M | +2.1% | +23.5% | -21.4% | -5.0% |
| YTD | +8.0% | +35.7% | -27.7% | -3.6% |
| 1Y | -0.5% | +30.2% | -30.6% | -10.1% |
| 3Y | +66.2% | +49.7% | +16.5% | +38.4% |
| All | +107.7% | +55.3% | +52.4% | +59.4% |
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 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