+856.6%
FIVE vs CPAY
+1,168.0%
-311.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +7.3% | +13.1% | -5.7% | +1.1% |
| 30D | +18.1% | +15.5% | +2.5% | +10.0% |
| 3M | +7.7% | +14.7% | -6.9% | +0.4% |
| 6M | +13.6% | +33.6% | -20.0% | -2.3% |
| YTD | +34.6% | +52.7% | -18.2% | +6.3% |
| 1Y | +66.2% | +63.5% | +2.7% | +26.7% |
| 3Y | +43.5% | +98.8% | -55.3% | -1.9% |
| 5Y | +20.7% | +88.6% | -67.9% | -16.3% |
| 10Y | +541.5% | +213.8% | +327.7% | +268.7% |
| All | +856.6% | +1,168.0% | -311.3% | +285.9% |
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