+57.3%
FIVE vs CPAY
+49.5%
+7.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.6% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +4.0% | +3.6% | +0.4% | +2.3% |
| 3M | +36.2% | +16.6% | +19.6% | +27.1% |
| 6M | +18.0% | +29.5% | -11.5% | +4.3% |
| YTD | +34.9% | +35.3% | -0.4% | +15.2% |
| 1Y | +67.9% | +30.6% | +37.3% | +45.4% |
| 3Y | +57.3% | +49.7% | +7.6% | +31.1% |
| All | +57.3% | +49.5% | +7.8% | +31.1% |
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 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