+152.5%
JPM vs CPAY
+55.3%
+97.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +14.1% | +16.4% | -2.2% | +7.7% |
| 6M | +25.1% | +23.5% | +1.6% | +14.7% |
| YTD | +12.1% | +35.7% | -23.5% | -1.7% |
| 1Y | +18.8% | +30.2% | -11.4% | +5.5% |
| 3Y | +163.4% | +49.7% | +113.7% | +116.8% |
| All | +152.5% | +55.3% | +97.2% | +95.3% |
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