+10,708.6%
FIX vs CPAY
+1,747.8%
+8,960.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | +6.4% | +10.4% | -3.9% | +1.5% |
| 30D | -29.1% | +16.2% | -45.2% | -34.2% |
| 3M | -31.1% | +13.7% | -44.9% | -35.8% |
| 6M | -42.8% | +35.2% | -78.0% | -51.3% |
| YTD | +24.6% | +53.5% | -28.9% | -2.2% |
| 1Y | +21.9% | +58.9% | -37.0% | -6.0% |
| 3Y | +524.9% | +99.8% | +425.1% | +325.9% |
| 5Y | +1,092.2% | +93.3% | +999.0% | +706.1% |
| 10Y | +3,759.0% | +221.5% | +3,537.6% | +1,932.0% |
| All | +10,708.6% | +1,747.8% | +8,960.8% | +2,140.0% |
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