+245.9%
GM vs CPAY
+1,533.9%
-1,288.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -3.4% | +0.6% | -4.0% | -3.7% |
| 3M | +8.7% | +17.0% | -8.4% | +0.8% |
| 6M | +15.4% | +24.1% | -8.7% | +3.3% |
| YTD | +6.6% | +35.7% | -29.1% | -9.8% |
| 1Y | +51.5% | +34.0% | +17.5% | +28.3% |
| 3Y | +169.3% | +50.3% | +119.1% | +110.1% |
| 5Y | +81.6% | +56.7% | +24.9% | +37.0% |
| 10Y | +240.7% | +153.9% | +86.7% | +109.8% |
| All | +245.9% | +1,533.9% | -1,288.0% | +8.1% |
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