+77.7%
F vs CPAY
+1,565.5%
-1,487.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.8% |
| 7D | +5.3% | +2.1% | +3.2% | +4.3% |
| 30D | +4.6% | +5.5% | -0.9% | +1.9% |
| 3M | -3.7% | +16.6% | -20.2% | -10.7% |
| 6M | +16.8% | +26.7% | -9.8% | +3.1% |
| YTD | +15.3% | +38.4% | -23.1% | -3.7% |
| 1Y | +31.0% | +30.1% | +0.9% | +11.9% |
| 3Y | +45.4% | +52.6% | -7.2% | +12.0% |
| 5Y | +54.7% | +59.0% | -4.3% | +15.3% |
| 10Y | +98.2% | +148.4% | -50.2% | +19.7% |
| All | +77.7% | +1,565.5% | -1,487.8% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling