-4.4%
CVE vs CPAY
+49.0%
-53.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.2% |
| 7D | -16.1% | +13.5% | -29.7% | -14.0% |
| 30D | -10.4% | +13.1% | -23.5% | -8.2% |
| 3M | -2.4% | +14.3% | -16.6% | 0.0% |
| 6M | -4.4% | +49.0% | -53.5% | +0.2% |
| All | -4.4% | +49.0% | -53.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling