+38.8%
M vs CPAY
+29.9%
+8.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +4.7% | +2.1% | +2.6% | +4.3% |
| 30D | -9.6% | +5.5% | -15.2% | -10.6% |
| 3M | +0.9% | +16.6% | -15.7% | -2.1% |
| 6M | +22.3% | +26.7% | -4.4% | +16.8% |
| YTD | +6.5% | +38.4% | -31.8% | -1.0% |
| 1Y | +38.8% | +30.1% | +8.6% | +40.8% |
| All | +38.8% | +29.9% | +8.8% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling