+405.5%
GH vs CPAY
+80.2%
+325.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -2.5% | +2.3% | +1.0% |
| 30D | -2.6% | +1.3% | -3.9% | -3.5% |
| 3M | +25.1% | +13.5% | +11.6% | +16.6% |
| 6M | +78.5% | +24.7% | +53.8% | +58.3% |
| YTD | +59.4% | +34.9% | +24.4% | +34.0% |
| 1Y | +173.9% | +29.7% | +144.2% | +131.7% |
| 3Y | +382.7% | +49.4% | +333.4% | +266.4% |
| 5Y | +24.4% | +53.5% | -29.1% | -8.2% |
| All | +405.5% | +80.2% | +325.3% | +205.6% |
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