+196.7%
EXC vs CPAY
+219.9%
-23.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +8.6% | +17.6% | -9.0% | +4.7% |
| 3M | +2.4% | +8.7% | -6.3% | +0.4% |
| 6M | +6.5% | +39.5% | -33.1% | -1.5% |
| YTD | +9.0% | +53.6% | -44.6% | -2.7% |
| 1Y | +4.6% | +63.3% | -58.7% | -8.3% |
| 3Y | +33.5% | +101.7% | -68.2% | +5.5% |
| 5Y | +41.4% | +91.4% | -50.0% | +10.7% |
| All | +196.7% | +219.9% | -23.2% | +115.6% |
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