+157.2%
EXC vs CPAY
+155.3%
+1.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | -2.7% | +1.0% | -1.1% |
| 30D | -2.4% | +0.6% | -2.9% | -2.6% |
| 3M | -4.0% | +17.0% | -21.0% | -7.5% |
| 6M | -9.8% | +24.1% | -33.9% | -14.7% |
| YTD | +2.3% | +35.7% | -33.4% | -6.1% |
| 1Y | +3.8% | +34.0% | -30.2% | -4.8% |
| 3Y | +19.7% | +50.3% | -30.5% | +2.6% |
| 5Y | +45.6% | +56.7% | -11.0% | +19.9% |
| All | +157.2% | +155.3% | +1.9% | +86.4% |
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