-16.1%
IP vs CPAY
+59.0%
-75.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -5.3% | +2.1% | -7.3% | -6.1% |
| 30D | -10.9% | +5.5% | -16.4% | -12.9% |
| 3M | +11.2% | +16.6% | -5.4% | +4.1% |
| 6M | -10.2% | +26.7% | -36.9% | -19.3% |
| YTD | -2.0% | +38.4% | -40.3% | -16.2% |
| 1Y | -19.1% | +30.1% | -49.2% | -29.1% |
| 3Y | +20.9% | +52.6% | -31.7% | -2.6% |
| All | -16.1% | +59.0% | -75.1% | -38.3% |
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