+21.3%
EXC vs CPAY
+48.7%
-27.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | +1.2% | +0.6% | +0.7% | +1.2% |
| 30D | -2.7% | +3.6% | -6.3% | -2.8% |
| 3M | -1.0% | +16.6% | -17.6% | -1.3% |
| 6M | -9.3% | +29.5% | -38.7% | -9.8% |
| YTD | +3.6% | +35.3% | -31.6% | +2.4% |
| 1Y | +5.9% | +30.6% | -24.7% | +4.9% |
| All | +21.3% | +48.7% | -27.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling