+44.9%
IR vs CPAY
+89.5%
-44.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +2.5% | +1.6% | +1.0% | +1.8% |
| 30D | +9.2% | +17.6% | -8.4% | +1.1% |
| 3M | +0.9% | +8.7% | -7.7% | -3.2% |
| 6M | +19.2% | +39.5% | -20.3% | +1.3% |
| YTD | +7.5% | +53.6% | -46.1% | -14.8% |
| 1Y | +11.7% | +63.3% | -51.5% | -14.3% |
| 3Y | +23.9% | +101.7% | -77.8% | -18.9% |
| All | +44.9% | +89.5% | -44.6% | -3.6% |
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 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