+227.5%
LOW vs CPAY
+155.2%
+72.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -2.0% | -1.8% | -3.1% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | -10.4% | +16.4% | -26.8% | -15.3% |
| 6M | -19.4% | +23.5% | -42.9% | -25.9% |
| YTD | -17.1% | +35.7% | -52.8% | -27.0% |
| 1Y | -26.3% | +30.2% | -56.4% | -34.4% |
| 3Y | -9.9% | +49.7% | -59.6% | -25.9% |
| 5Y | +6.1% | +56.6% | -50.4% | -16.3% |
| All | +227.5% | +155.2% | +72.3% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling