+3,553.2%
FIX vs CPAY
+219.9%
+3,333.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -2.0% |
| 7D | +9.4% | +1.6% | +7.9% | +8.7% |
| 30D | -27.8% | +17.6% | -45.4% | -33.5% |
| 3M | -35.6% | +8.7% | -44.2% | -38.6% |
| 6M | -45.2% | +39.5% | -84.8% | -54.2% |
| YTD | +19.5% | +53.6% | -34.1% | -7.0% |
| 1Y | +24.2% | +63.3% | -39.0% | -6.4% |
| 3Y | +494.2% | +101.7% | +392.4% | +295.9% |
| 5Y | +1,036.1% | +91.4% | +944.8% | +656.6% |
| All | +3,553.2% | +219.9% | +3,333.3% | +1,953.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling