+336.0%
IR vs CPAY
+235.5%
+100.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | +2.5% | +1.6% | +1.0% | +1.7% |
| 30D | +9.2% | +17.6% | -8.4% | +0.4% |
| 3M | +0.9% | +8.7% | -7.7% | -3.6% |
| 6M | +19.2% | +39.5% | -20.3% | 0.0% |
| YTD | +7.5% | +53.6% | -46.1% | -16.1% |
| 1Y | +11.7% | +63.3% | -51.5% | -15.6% |
| 3Y | +23.9% | +101.7% | -77.8% | -19.2% |
| 5Y | +46.4% | +91.4% | -45.0% | -3.8% |
| All | +336.0% | +235.5% | +100.5% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling