+66.9%
DD vs CPAY
+155.2%
-88.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.5% | -2.0% | -1.5% | -2.7% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | -9.2% | +16.4% | -25.6% | -15.5% |
| 6M | -7.2% | +23.5% | -30.7% | -16.6% |
| YTD | +6.6% | +35.7% | -29.0% | -9.4% |
| 1Y | +32.0% | +30.2% | +1.8% | +13.8% |
| 3Y | +42.1% | +49.7% | -7.6% | +12.2% |
| 5Y | +58.1% | +56.6% | +1.5% | +19.1% |
| All | +66.9% | +155.2% | -88.3% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling