+55.1%
M vs CPAY
+1,528.2%
-1,473.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -11.6% | +3.6% | -15.2% | -13.3% |
| 3M | +1.6% | +16.6% | -15.0% | -6.5% |
| 6M | +25.2% | +29.5% | -4.3% | +7.9% |
| YTD | +3.8% | +35.3% | -31.5% | -13.9% |
| 1Y | +36.3% | +30.6% | +5.7% | +14.6% |
| 3Y | +116.3% | +49.7% | +66.6% | +65.8% |
| 5Y | +28.2% | +54.4% | -26.3% | -3.8% |
| 10Y | -3.4% | +142.8% | -146.2% | -38.1% |
| All | +55.1% | +1,528.2% | -1,473.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling