+6.8%
GAP vs CPAY
+53.2%
-46.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -6.3% | -2.7% | -3.6% | -4.9% |
| 30D | -0.2% | +0.6% | -0.8% | -0.7% |
| 3M | 0.0% | +17.0% | -17.0% | -8.8% |
| 6M | -8.1% | +24.1% | -32.2% | -20.3% |
| YTD | -16.5% | +35.7% | -52.2% | -32.3% |
| 1Y | -10.5% | +34.0% | -44.5% | -27.2% |
| 3Y | +104.0% | +50.3% | +53.7% | +49.1% |
| 5Y | +6.8% | +56.7% | -49.9% | -30.5% |
| All | +6.8% | +53.2% | -46.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling