+3.7%
F vs CPAY
+59.0%
-55.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.5% |
| 7D | +6.0% | +5.7% | +0.3% | +5.1% |
| 30D | +4.3% | +4.2% | +0.1% | +3.6% |
| 3M | -10.1% | +5.6% | -15.6% | -10.7% |
| 6M | +12.8% | +34.7% | -21.9% | +8.2% |
| YTD | -0.1% | +39.1% | -39.2% | -5.5% |
| 1Y | +3.7% | +60.3% | -56.6% | -5.6% |
| All | +3.7% | +59.0% | -55.4% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling