+3.9%
D vs CPAY
+54.3%
-50.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.4% | -2.5% | +2.0% | -0.1% |
| 30D | -2.1% | +1.3% | -3.4% | -2.3% |
| 3M | -0.7% | +13.5% | -14.2% | -2.8% |
| 6M | +5.6% | +24.7% | -19.1% | +1.6% |
| YTD | +14.6% | +34.9% | -20.4% | +8.2% |
| 1Y | +15.3% | +29.7% | -14.3% | +9.4% |
| 3Y | +59.1% | +49.4% | +9.7% | +43.4% |
| 5Y | +3.9% | +53.5% | -49.6% | -11.0% |
| All | +3.9% | +54.3% | -50.4% | -11.0% |
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