+506.7%
FIX vs CPAY
+96.6%
+410.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.2% |
| 7D | -7.2% | +11.9% | -19.1% | -10.6% |
| 30D | -35.1% | +15.1% | -50.2% | -38.2% |
| 3M | -34.3% | +16.5% | -50.8% | -37.9% |
| 6M | -42.9% | +33.1% | -76.1% | -49.2% |
| YTD | +19.5% | +52.2% | -32.7% | -2.0% |
| 1Y | +16.8% | +65.6% | -48.8% | -8.8% |
| 3Y | +506.7% | +100.2% | +406.5% | +329.7% |
| All | +506.7% | +96.6% | +410.1% | +329.7% |
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