+211.9%
D vs CPAY
+1,748.9%
-1,537.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | -1.4% | +1.6% | -2.9% | -1.6% |
| 30D | +7.7% | +17.6% | -9.9% | +4.7% |
| 3M | -0.3% | +8.7% | -9.0% | -1.8% |
| 6M | +10.1% | +39.5% | -29.5% | +3.6% |
| YTD | +19.1% | +53.6% | -34.5% | +9.3% |
| 1Y | +15.9% | +63.3% | -47.4% | +5.0% |
| 3Y | +75.0% | +101.7% | -26.7% | +49.8% |
| 5Y | +13.4% | +91.4% | -78.0% | -3.5% |
| 10Y | +47.5% | +221.7% | -174.2% | +14.8% |
| All | +211.9% | +1,748.9% | -1,537.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling