-17.4%
GIS vs CPAY
+59.0%
-76.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +5.0% |
| 7D | +8.5% | +5.7% | +2.7% | +8.0% |
| 30D | +15.3% | +4.2% | +11.1% | +15.0% |
| 3M | +0.9% | +5.6% | -4.6% | +0.7% |
| 6M | +7.9% | +34.7% | -26.7% | +8.2% |
| YTD | -17.6% | +39.1% | -56.7% | -17.4% |
| 1Y | -17.4% | +60.3% | -77.6% | -17.6% |
| All | -17.4% | +59.0% | -76.4% | -17.6% |
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 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