+203.5%
D vs CPAY
+1,565.5%
-1,362.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | +2.1% | -0.6% | +1.1% |
| 30D | -2.6% | +5.5% | -8.1% | -3.5% |
| 3M | 0.0% | +16.6% | -16.6% | -2.8% |
| 6M | +7.4% | +26.7% | -19.3% | +2.5% |
| YTD | +15.9% | +38.4% | -22.5% | +8.3% |
| 1Y | +18.1% | +30.1% | -12.0% | +11.4% |
| 3Y | +58.4% | +52.6% | +5.8% | +42.7% |
| 5Y | +5.2% | +59.0% | -53.8% | -7.5% |
| 10Y | +35.9% | +148.4% | -112.5% | +9.5% |
| All | +203.5% | +1,565.5% | -1,362.0% | +88.9% |
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