-82.0%
IRE vs CPAY
+43.1%
-125.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.2% | +12.5% | +10.1% |
| 7D | +58.9% | +0.6% | +58.4% | +58.9% |
| 30D | +17.2% | +3.6% | +13.6% | +17.6% |
| 3M | -58.6% | +16.6% | -75.2% | -58.4% |
| 6M | -23.5% | +29.5% | -52.9% | -24.3% |
| YTD | -47.4% | +35.3% | -82.7% | -43.3% |
| All | -82.0% | +43.1% | -125.1% | -79.6% |
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