+15.9%
GS vs CPAY
+65.6%
-49.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.6% |
| 7D | +0.8% | +11.9% | -11.1% | -1.1% |
| 30D | +1.2% | +15.1% | -13.9% | -1.3% |
| 3M | -12.4% | +16.5% | -29.0% | -14.8% |
| 6M | -2.3% | +33.1% | -35.5% | -7.8% |
| YTD | +4.6% | +52.2% | -47.6% | -2.8% |
| All | +15.9% | +65.6% | -49.7% | +5.8% |
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