+116.3%
M vs CPAY
+49.5%
+66.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.7% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -11.6% | +3.6% | -15.2% | -13.0% |
| 3M | +1.6% | +16.6% | -15.0% | -5.1% |
| 6M | +25.2% | +29.5% | -4.3% | +10.7% |
| YTD | +3.8% | +35.3% | -31.5% | -11.7% |
| 1Y | +36.3% | +30.6% | +5.7% | +18.0% |
| 3Y | +116.3% | +49.7% | +66.6% | +53.5% |
| All | +116.3% | +49.5% | +66.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling