+37.3%
IR vs CPAY
+54.3%
-17.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | -15.0% | +1.3% | -16.3% | -15.7% |
| 3M | -0.4% | +13.5% | -13.9% | -6.4% |
| 6M | -15.0% | +24.7% | -39.8% | -24.3% |
| YTD | -7.1% | +34.9% | -42.0% | -21.4% |
| 1Y | -7.5% | +29.7% | -37.2% | -20.6% |
| 3Y | +6.3% | +49.4% | -43.1% | -17.6% |
| 5Y | +37.3% | +53.5% | -16.1% | -1.8% |
| All | +37.3% | +54.3% | -17.0% | -1.8% |
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 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