+291.3%
IR vs CPAY
+202.2%
+89.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -2.8% | +2.1% | -4.9% | -3.8% |
| 30D | -15.1% | +5.5% | -20.7% | -17.5% |
| 3M | +6.1% | +16.6% | -10.5% | -2.2% |
| 6M | -16.8% | +26.7% | -43.5% | -27.2% |
| YTD | -3.5% | +38.4% | -41.9% | -20.5% |
| 1Y | -3.5% | +30.1% | -33.6% | -18.3% |
| 3Y | +9.5% | +52.6% | -43.1% | -17.2% |
| 5Y | +45.1% | +59.0% | -13.9% | +4.7% |
| All | +291.3% | +202.2% | +89.1% | +125.9% |
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