+497.6%
FIVE vs CPAY
+144.7%
+352.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +1.7% | -2.5% | +4.1% | +2.9% |
| 30D | +5.0% | +1.3% | +3.7% | +4.1% |
| 3M | +29.5% | +13.5% | +16.0% | +20.3% |
| 6M | +12.4% | +24.7% | -12.3% | -1.7% |
| YTD | +31.2% | +34.9% | -3.7% | +8.3% |
| 1Y | +72.9% | +29.7% | +43.2% | +44.8% |
| 3Y | +53.0% | +49.4% | +3.6% | +16.7% |
| 5Y | +34.2% | +53.5% | -19.3% | -1.1% |
| 10Y | +497.6% | +152.5% | +345.2% | +267.2% |
| All | +497.6% | +144.7% | +352.9% | +267.2% |
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