+2,185.6%
FIX vs CPAY
+56.4%
+2,129.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.3% |
| 7D | +6.1% | +0.6% | +5.5% | +5.8% |
| 30D | -2.7% | +3.6% | -6.3% | -4.3% |
| 3M | -10.9% | +16.6% | -27.6% | -17.3% |
| 6M | +29.0% | +29.5% | -0.5% | +12.9% |
| YTD | +76.9% | +35.3% | +41.6% | +49.5% |
| 1Y | +130.7% | +30.6% | +100.1% | +97.0% |
| 3Y | +790.7% | +49.7% | +740.9% | +609.6% |
| 5Y | +2,185.6% | +54.4% | +2,131.1% | +1,586.5% |
| All | +2,185.6% | +56.4% | +2,129.2% | +1,586.5% |
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