+11.0%
HAS vs CPAY
+54.3%
-43.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -4.8% | -2.5% | -2.4% | -3.9% |
| 30D | -5.1% | +1.3% | -6.4% | -5.7% |
| 3M | +6.4% | +13.5% | -7.1% | +0.8% |
| 6M | -5.6% | +24.7% | -30.4% | -14.9% |
| YTD | +11.0% | +34.9% | -24.0% | -4.6% |
| 1Y | +16.8% | +29.7% | -12.9% | +1.8% |
| 3Y | +44.0% | +49.4% | -5.3% | +14.6% |
| 5Y | +11.0% | +53.5% | -42.5% | -20.9% |
| All | +11.0% | +54.3% | -43.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling