+633.6%
GS vs CPAY
+1,738.6%
-1,104.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +1.6% | +13.1% | -11.5% | -4.1% |
| 30D | +1.7% | +15.5% | -13.8% | -5.1% |
| 3M | -11.6% | +14.7% | -26.2% | -17.3% |
| 6M | -1.9% | +33.6% | -35.5% | -15.0% |
| YTD | +5.1% | +52.7% | -47.7% | -15.9% |
| 1Y | +16.4% | +63.5% | -47.1% | -9.9% |
| 3Y | +199.0% | +98.8% | +100.2% | +108.3% |
| 5Y | +157.4% | +88.6% | +68.9% | +79.3% |
| 10Y | +457.2% | +213.8% | +243.5% | +205.5% |
| All | +633.6% | +1,738.6% | -1,104.9% | +115.1% |
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