+14,883.7%
FIX vs CPAY
+1,565.5%
+13,318.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +6.0% | +2.1% | +4.0% | +5.0% |
| 30D | -7.2% | +5.5% | -12.8% | -9.7% |
| 3M | -15.9% | +16.6% | -32.4% | -22.4% |
| 6M | +12.7% | +26.7% | -13.9% | -1.1% |
| YTD | +72.8% | +38.4% | +34.4% | +43.4% |
| 1Y | +122.9% | +30.1% | +92.8% | +88.8% |
| 3Y | +774.3% | +52.6% | +721.7% | +579.7% |
| 5Y | +2,049.5% | +59.0% | +1,990.5% | +1,497.7% |
| 10Y | +5,821.5% | +148.4% | +5,673.1% | +3,399.0% |
| All | +14,883.7% | +1,565.5% | +13,318.2% | +3,184.0% |
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