-8.1%
M vs CPAY
+219.9%
-228.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +0.7% |
| 7D | +7.0% | +1.6% | +5.5% | +6.1% |
| 30D | +8.9% | +17.6% | -8.7% | -1.6% |
| 3M | +4.5% | +8.7% | -4.2% | -1.2% |
| 6M | +36.2% | +39.5% | -3.3% | +9.5% |
| YTD | +15.1% | +53.6% | -38.5% | -16.0% |
| 1Y | +27.4% | +63.3% | -35.8% | -10.7% |
| 3Y | +160.1% | +101.7% | +58.4% | +50.9% |
| 5Y | -1.6% | +91.4% | -93.0% | -41.2% |
| All | -8.1% | +219.9% | -228.0% | -55.5% |
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