+20.5%
M vs CPAY
+54.3%
-33.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -4.1% | -2.5% | -1.6% | -2.7% |
| 30D | -13.6% | +1.3% | -14.9% | -14.4% |
| 3M | -2.3% | +13.5% | -15.8% | -9.6% |
| 6M | +21.9% | +24.7% | -2.8% | +5.5% |
| YTD | -0.6% | +34.9% | -35.5% | -19.9% |
| 1Y | +29.7% | +29.7% | 0.0% | +6.7% |
| 3Y | +107.3% | +49.4% | +57.9% | +46.7% |
| 5Y | +20.5% | +53.5% | -33.0% | -20.3% |
| All | +20.5% | +54.3% | -33.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling