+11.8%
D vs CPAY
+33.9%
-22.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.2% | -2.0% | -0.3% | -2.2% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -2.5% | +16.4% | -18.9% | -2.9% |
| 6M | +5.5% | +23.5% | -18.0% | +4.8% |
| YTD | +13.3% | +35.7% | -22.4% | +12.8% |
| 1Y | +11.8% | +30.2% | -18.3% | +11.5% |
| All | +11.8% | +33.9% | -22.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling