+851.7%
FIVE vs CPAY
+1,048.6%
-196.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | +4.3% | +2.1% | +2.2% | +3.2% |
| 30D | +12.5% | +5.5% | +7.0% | +9.5% |
| 3M | +31.2% | +16.6% | +14.7% | +21.2% |
| 6M | +14.4% | +26.7% | -12.3% | +0.5% |
| YTD | +33.9% | +38.4% | -4.5% | +11.3% |
| 1Y | +65.1% | +30.1% | +34.9% | +40.4% |
| 3Y | +49.0% | +52.6% | -3.6% | +15.9% |
| 5Y | +30.3% | +59.0% | -28.7% | -2.1% |
| 10Y | +481.1% | +148.4% | +332.7% | +265.2% |
| All | +851.7% | +1,048.6% | -196.9% | +303.9% |
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