+597.9%
GS vs CPAY
+1,720.6%
-1,122.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | -3.2% | +13.5% | -16.7% | -8.8% |
| 30D | -2.4% | +13.1% | -15.5% | -8.0% |
| 3M | -15.7% | +14.3% | -30.0% | -21.1% |
| 6M | -6.8% | +49.0% | -55.8% | -23.5% |
| YTD | -0.1% | +51.3% | -51.3% | -19.6% |
| 1Y | +12.1% | +63.7% | -51.6% | -13.3% |
| 3Y | +185.8% | +95.0% | +90.8% | +100.8% |
| 5Y | +140.1% | +86.0% | +54.1% | +68.3% |
| 10Y | +505.2% | +203.3% | +301.9% | +236.2% |
| All | +597.9% | +1,720.6% | -1,122.8% | +105.5% |
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