-3.4%
GAP vs CPAY
+29.9%
-33.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.5% | +2.1% | -6.6% | -5.0% |
| 30D | +9.0% | +5.5% | +3.5% | +7.4% |
| 3M | +5.0% | +16.6% | -11.6% | +0.8% |
| 6M | -17.8% | +26.7% | -44.5% | -22.6% |
| YTD | -10.4% | +38.4% | -48.8% | -18.1% |
| 1Y | -3.4% | +30.1% | -33.5% | -11.3% |
| All | -3.4% | +29.9% | -33.3% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling