+72.8%
GAP vs CPAY
+1,528.2%
-1,455.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.9% |
| 7D | +1.7% | +0.6% | +1.2% | +1.4% |
| 30D | +9.3% | +3.6% | +5.7% | +7.2% |
| 3M | +6.1% | +16.6% | -10.5% | -2.5% |
| 6M | -2.3% | +29.5% | -31.8% | -16.5% |
| YTD | -10.6% | +35.3% | -45.9% | -26.1% |
| 1Y | -4.4% | +30.6% | -35.1% | -20.0% |
| 3Y | +118.3% | +49.7% | +68.6% | +66.9% |
| 5Y | +12.2% | +54.4% | -42.2% | -16.6% |
| 10Y | +33.7% | +142.8% | -109.1% | -15.4% |
| All | +72.8% | +1,528.2% | -1,455.4% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling