+7.5%
IR vs CPAY
+48.3%
-40.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | -15.0% | +1.3% | -16.3% | -15.5% |
| 3M | -0.4% | +13.5% | -13.9% | -5.4% |
| 6M | -15.0% | +24.7% | -39.8% | -22.7% |
| YTD | -7.1% | +34.9% | -42.0% | -19.2% |
| 1Y | -7.5% | +29.7% | -37.2% | -18.3% |
| All | +7.5% | +48.3% | -40.8% | -11.4% |
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