+61.9%
D vs CPAY
+49.5%
+12.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -0.7% | +3.6% | -4.3% | -1.2% |
| 3M | +2.1% | +16.6% | -14.5% | -0.1% |
| 6M | +6.8% | +29.5% | -22.6% | +2.9% |
| YTD | +16.5% | +35.3% | -18.7% | +11.0% |
| 1Y | +19.2% | +30.6% | -11.5% | +14.0% |
| 3Y | +61.9% | +49.7% | +12.1% | +42.5% |
| All | +61.9% | +49.5% | +12.4% | +42.5% |
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 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