-3.5%
IR vs CPAY
+29.9%
-33.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -3.2% |
| 30D | -15.1% | +5.5% | -20.7% | -16.1% |
| 3M | +6.1% | +16.6% | -10.5% | +2.8% |
| 6M | -16.8% | +26.7% | -43.5% | -20.7% |
| YTD | -3.5% | +38.4% | -41.9% | -9.9% |
| 1Y | -3.5% | +30.1% | -33.6% | -7.8% |
| All | -3.5% | +29.9% | -33.4% | -7.8% |
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