+109.4%
GAP vs CPAY
+49.2%
+60.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -6.3% | -2.7% | -3.6% | -5.2% |
| 30D | -0.2% | +0.6% | -0.8% | -0.6% |
| 3M | 0.0% | +17.0% | -17.0% | -7.1% |
| 6M | -8.1% | +24.1% | -32.2% | -17.8% |
| YTD | -16.5% | +35.7% | -52.2% | -29.3% |
| 1Y | -10.5% | +34.0% | -44.5% | -23.9% |
| All | +109.4% | +49.2% | +60.2% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling