-15.8%
F vs CPAY
+90.1%
-105.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | -3.9% | +2.0% | -5.9% | -4.8% |
| 30D | -0.5% | +14.3% | -14.7% | -6.9% |
| 3M | -12.9% | +11.3% | -24.2% | -17.5% |
| 6M | +1.5% | +34.8% | -33.2% | -13.2% |
| YTD | -5.0% | +51.5% | -56.6% | -25.8% |
| 1Y | -7.3% | +59.0% | -66.4% | -29.7% |
| 3Y | +45.3% | +97.2% | -52.0% | -12.0% |
| 5Y | -15.8% | +88.8% | -104.6% | -48.8% |
| All | -15.8% | +90.1% | -105.9% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling