+43.4%
FIVE vs CPAY
+101.0%
-57.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.1% |
| 30D | +12.7% | +17.6% | -4.9% | +5.4% |
| 3M | +2.1% | +8.7% | -6.6% | -1.6% |
| 6M | +17.5% | +39.5% | -22.1% | +1.3% |
| YTD | +31.0% | +53.6% | -22.6% | +5.9% |
| 1Y | +67.7% | +63.3% | +4.5% | +31.1% |
| 3Y | +43.4% | +101.7% | -58.3% | -1.4% |
| All | +43.4% | +101.0% | -57.6% | -1.4% |
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