+21.2%
IP vs CPAY
+101.0%
-79.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | -0.3% | +1.6% | -1.8% | -0.9% |
| 30D | +7.9% | +17.6% | -9.7% | +1.2% |
| 3M | -15.3% | +8.7% | -24.0% | -18.2% |
| 6M | +10.5% | +39.5% | -29.0% | -3.6% |
| YTD | -9.4% | +53.6% | -63.0% | -25.5% |
| 1Y | -4.6% | +63.3% | -67.9% | -23.8% |
| 3Y | +21.2% | +101.7% | -80.5% | -9.6% |
| All | +21.2% | +101.0% | -79.8% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling