+314.3%
HAS vs CPAY
+1,748.9%
-1,434.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | +26.3% | +17.6% | +8.7% | +19.1% |
| 3M | +25.6% | +8.7% | +16.9% | +21.7% |
| 6M | +30.3% | +39.5% | -9.3% | +14.9% |
| YTD | +50.4% | +53.6% | -3.2% | +26.1% |
| 1Y | +57.7% | +63.3% | -5.5% | +29.2% |
| 3Y | +213.4% | +101.7% | +111.7% | +134.6% |
| 5Y | +49.1% | +91.4% | -42.3% | +12.1% |
| 10Y | +98.5% | +221.7% | -123.1% | +25.8% |
| All | +314.3% | +1,748.9% | -1,434.6% | +64.5% |
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