+26.6%
IP vs CPAY
+51.9%
-25.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -5.3% | +2.1% | -7.3% | -6.0% |
| 30D | -10.9% | +5.5% | -16.4% | -12.8% |
| 3M | +11.2% | +16.6% | -5.4% | +4.4% |
| 6M | -10.2% | +26.7% | -36.9% | -18.8% |
| YTD | -2.0% | +38.4% | -40.3% | -15.7% |
| 1Y | -19.1% | +30.1% | -49.2% | -28.7% |
| All | +26.6% | +51.9% | -25.2% | +4.6% |
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