+27.9%
GAP vs CPAY
+155.2%
-127.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -4.1% | -2.0% | -2.1% | -2.9% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | -0.7% | +16.4% | -17.0% | -10.0% |
| 6M | -7.1% | +23.5% | -30.6% | -20.6% |
| YTD | -14.1% | +35.7% | -49.7% | -31.9% |
| 1Y | -8.5% | +30.2% | -38.7% | -25.9% |
| 3Y | +115.4% | +49.7% | +65.6% | +53.8% |
| 5Y | +9.8% | +56.6% | -46.7% | -25.5% |
| All | +27.9% | +155.2% | -127.3% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling