-8.5%
GAP vs CPAY
+33.9%
-42.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | -0.7% | +16.4% | -17.0% | -4.7% |
| 6M | -7.1% | +23.5% | -30.6% | -12.1% |
| YTD | -14.1% | +35.7% | -49.7% | -21.2% |
| 1Y | -8.5% | +30.2% | -38.7% | -16.0% |
| All | -8.5% | +33.9% | -42.4% | -16.0% |
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 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