+274.5%
IR vs CPAY
+196.5%
+78.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -3.1% | -2.7% | -0.4% | -1.8% |
| 30D | -14.0% | +0.6% | -14.6% | -14.4% |
| 3M | +3.7% | +17.0% | -13.3% | -4.6% |
| 6M | -15.4% | +24.1% | -39.5% | -25.3% |
| YTD | -7.7% | +35.7% | -43.4% | -23.1% |
| 1Y | -8.8% | +34.0% | -42.8% | -24.1% |
| 3Y | +5.6% | +50.3% | -44.7% | -19.5% |
| 5Y | +34.3% | +56.7% | -22.3% | -2.4% |
| All | +274.5% | +196.5% | +78.0% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling