-6.7%
IP vs CPAY
+57.5%
-64.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | +6.7% | +14.3% | -7.6% | +2.9% |
| 3M | -16.6% | +11.3% | -27.9% | -19.0% |
| 6M | +6.0% | +34.8% | -28.8% | -2.1% |
| YTD | -10.7% | +51.5% | -62.2% | -21.8% |
| 1Y | -6.7% | +59.0% | -65.7% | -21.9% |
| All | -6.7% | +57.5% | -64.2% | -21.9% |
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 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