+37.9%
FIVE vs CPAY
+54.7%
-16.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.9% |
| 7D | +3.7% | +0.6% | +3.1% | +3.3% |
| 30D | +4.0% | +3.6% | +0.4% | +1.9% |
| 3M | +36.2% | +16.6% | +19.6% | +25.0% |
| 6M | +18.0% | +29.5% | -11.5% | +1.4% |
| YTD | +34.9% | +35.3% | -0.4% | +11.3% |
| 1Y | +67.9% | +30.6% | +37.3% | +40.3% |
| 3Y | +57.3% | +49.7% | +7.6% | +19.6% |
| All | +37.9% | +54.7% | -16.8% | -3.2% |
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 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