+354.9%
LH vs CPAY
+1,524.4%
-1,169.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | +0.1% | +1.3% | -1.2% | -0.3% |
| 3M | +18.6% | +13.5% | +5.2% | +14.4% |
| 6M | +17.9% | +24.7% | -6.8% | +10.3% |
| YTD | +28.9% | +34.9% | -6.0% | +17.1% |
| 1Y | +16.6% | +29.7% | -13.1% | +6.8% |
| 3Y | +63.6% | +49.4% | +14.2% | +40.7% |
| 5Y | +30.0% | +53.5% | -23.5% | +8.5% |
| 10Y | +191.9% | +152.5% | +39.5% | +106.6% |
| All | +354.9% | +1,524.4% | -1,169.4% | +114.1% |
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